1. You can update just fine using System settings -> system update without losing anything
2. I don't know if the save game get transferred but you can use
JK Save Manager to first export your save and then import your save again
3. Yeah once they're cia's you don't have to bother with private headers!
4. EmuNAND isn't neccessary and is only more complicated. You can however make a backup. I recommend making a NAND + SD backup every two weeks so when you have to roll back, you won't lose as much. You only need your sysNAND backup as you don't have and don't need an EmuNAND.
5. Nah, with the 3DS your CFW will protect your hax and you can always update (as far as is possible now, I don't know the future) so you don't need to set up DNS.
6. You can keep the "3ds" folder and delete the subfolders of the Homebrew you don't need. You can always redownload them. Every homebrew you want to show up in your homebrew launcher has to be put in the "3ds" folder.
7. You can just use the cia files for the homebrew, if they provide one. But not all homebrew supply a cia file so you have to use the .3dsx file for it in the homebrew launcher
8. Hourglass9 can make and restore your backups while keeping A9LH installed. EmuNAND9 is for people who want an EmuNAND (for example a Japanese EmuNAND on a USA console) and you can format your SD card correctly with EmuNAND9.
9. You can basically install every homebrew, but some functions might not work on O3DS (such as streaming with NTR) or the DS emulator which runs really bad on O3DS. You can find a list of homebrew
here.
10. Best to keep a clean 9.2 backup without A9LH installed for when you want to remove A9LH. You can delete all other backups you've made, only keep the most recent one. They're pretty big so they can take up quite some space.
If you have any more questions, don't hesitate to ask or send me a message!