Sky3DS+ works on consoles on 11.0.0-33 just fine. However, how it works is it emulates the game you want to play. And is limited to retail releases. You'll still need Homebrew Access if you want to play out-of-region games, and possibly HANS if you need region//language emulation for said out-of-region games. As I've said, since it's limited to retail cartridge releases, you won't be able download and use eshop only titles on the Sky3DS+.
At the current moment, you need a hardmod to downgrade for 11.0.0-33, a Sky3DS+ does not remove this requirement.
There is nothing special you need to do. You claim the code as the code requires you to. CFW does not remove region locks on those code promotions though. So don't try claiming a EUR-only event on a USA console, and so on and so forth.
1. If you have A9LH installed, then that's not how you do it. Forget what you know about menuhax. It's not the same on A9LH. Now, while the device is off. Press and hold select, while turning it on. Tada! Your in the luma config screen~ Neat huh?
2. If it's 4.4, no. Luma does not support a system version that old. You'll just get a black screen, always.
3. Use Hourglass9 to make backups and restore backups... but again A9LH+Luma3DS won't boot 4.4.... And I'm not aware of any CFW that'll do the job on an A9LH setup.
4. Well, that's how you would do it, using JKSM if you had a valid bootable sysNAND backup for use with A9LH.
5. I am starting to think you are just asking the same thing over and over, use Hourglass9 to restore backups.
6. Sigh.
As for the n3DS with 11.0.0-33, you need a hardmod to downgrade it. At least you have access to Homebrew which is something.
So if you got there by way of cartridge update, then sadly, you'll need a cartridge based exploit, like as if you were on 10.6 or 10.7.
Use FBI as your CIA Installer. As for the problem with Pokemon Yellow, if you're in the same region as the game's .cia, then just visit it's eshop page, scroll all the way down, and do a repair game. (I hear visiting the page is all you need, but for a 10MB game, I just do the repair, it makes me happy for some reason.)
If you're using EmuNAND and not RedNAND, then pretend it says EmuNAND anytime you see RedNAND.
But yeah, you want to update your EmuNAND, be sure to be in EmuNAND, in other words, you should be seeing Emu in front of the system version, while inside the system settings.
Edit: All right fam~ Think I've answered most questions asked, that I actually could answer~ If you have anymore, keep them coming~