First thing is to always make a NAND backup. If you don't want a $300 paperweight, you should do this right now period. You can make one either with SX OS or
Hekate which is recommended because it has a verification feature. Either way, the Switch does not need to support exFAT when dumping the NAND because it is performed outside of Horizon (name of the Switch's operating system).
exFAT is objectively inferior to FAT32 now since we have numerous ways of bypassing the 4 GB limit of FAT32 and the fact that FAT32 will never corrupt the SD card unlike exFAT.
Fuses are what they say on the box; microscopic fuses embedded into your console. Their purpose is to prevent downgrades. They accomplish that by burning fuses on major system updates. And when you have more fuses burnt than the firmware, the console will refuse to turn on. All bootloaders/payloads that are used to run CFW bypass the fuse check but they do not bypass the fuse check during warmboot aka sleep mode so its still not a good idea to burn fuses whenever possible.
Have you tried the Android application Rekado?
For people who are CDN banned, there is no other way to update other than ChoiDujour/ChoiDujourNX. Yes, there is a difference and please be more specific when designating the Windows program ChoiDujour or the homebrew application ChoiDujourNX. One takes a half hour to update your firmware while the other takes under 5 minutes.