To boot into OFW, you can use the Stock Launch Configuration of Hekate.
I'd only recommend AutoRCM if you care about burning fuses and you either use Sleep Mode a lot or know how to properly turn off a console with AutoRCM. To properly turn it off, you must turn it off from RCM not Horizon (name of Switch's OS)
FAT32 is superior over exFAT especially when it comes to homebrew. SX OS recommends exFAT because they don't bother providing the community alternatives to splitters or tools that can install files larger than 4 GB without paying heed to possible corruption issues.
If your SD card is formatted as exFAT, this will cause it to not boot because you are on firmware 6.2 without exFAT support. Format the SD card to FAT32. If it is bigger than 32 GB, you will have to use a third-party program such as GUIFormat. FAT32 is better than exFAT anyway since there are a plethora of ways to bypass the 4 GB limit on FAT32 plus you have no chance at corruption with FAT32 unlike exFAT.
Hekate, which is the main tool to dump the NAND, dumps it in parts which you can join together afterwards. Alternatively you can temporarily use exFAT to dump the NAND in one part as Hekate is separate from Horizon (name of the Switch's OS) so its irrelevant if your system supports exFAT or not. For installing .NSP files, USB installation is highly preferred as it not only works on both FAT32 and exFAT but is faster than the regular installation.
AutoRCM is primarily meant to remove the need for a jig (because it AUTOmatically boots the console into RCM).
SX OS is the only CFW that supports .XCI
loading (all other CFW support .XCI conversions and installation), HDDs, EmuNAND, and their own cheat engine. Everything else can be done in Atmosphere and then some. For example, there is a program that lets you play games that support LAN over the Internet known as Switch Lan Play. Think of it like Xlinkai for the Switch (which is also coming soon). The problem was that this tool only supported games that had LAN and not all games support LAN. There is now a kip that converts games that only have local wireless into LAN meaning all games with local multiplayer can be played "online" which SX OS does not support. Atmosphere also allows you further customization of the CFW itself as well as boot0 protection when updating officially. Meaning that if you have AutoRCM enabled and you update online, AutoRCM won't be removed (it is normally removed upon system updates).
I believe someone compiled the latest ReiNX commits into a build. You can give it a try:
https://cdn.discordapp.com/attachments/470724990296391711/523608206090567690/reinx_dec15.zip
This is the only tutorial I have found with setting up EmuNAND.