The only way to exit the homebrew menu is to press the Home button. As far as I know, there is no chance for corruption when using the homebrew menu since it mimics the Album.
You can check updates by looking at the version number of the game. DLC would have to be done manually. I think DevMenu can also display your latest update? In any case, the latest update/DLC should override any previously installed content.
Yes, there have been plenty of people banned for updating their .XCI games in OFW.
I wanted to mention this yesterday but you left before I had the chance. That tutorial you are using is severely outdated and doesn't acquire the newer keys found in firmware 6.0. The best way to get keys are either by using
shchmue's fork of kezplez or
HACGUI. The former is a homebrew application meaning its ran on the Switch while the latter is used on your computer and requires a dumped rawnand as well as boot0/boot1.
Even a proper EmuNAND solution is not ban-proof. Truth be told, there is no hack that will ever be 100% safe. They will all always carry the risk. So far the safest thing is restoring a clean hack-free NAND before going online but who knows what tricks Nintendo may pull up their sleeve to catch people doing this. The ideal solution is having one console dedicated towards hacking and one towards online play but not everyone can afford this luxury.
Also all Switch consoles are region-free so it doesn't matter where you buy the console.