Answers:
1. Yes, except there's one file you have to remove from the 9.2.0 downgrade pack when downgrading.
Failure to remove this file WILL brick your 3DS. File to Remove:
000400102002CA00.cia
2. Yes, any regions will work, if the Region Unlocker works.
3. You'd first have to convert your 3DS's region from J to U. Here's a helpful guide:
https://github.com/Plailect/Guide/wiki/Region-Changing
4. You have no warranty and no support from Nintendo of America.
EDIT: Before transferring, make sure to do a NAND backup and SD card content backup of your old 3DS, no matter what it takes or how long it would take.
EDIT: I have heard that some places in Asia and Middle East (including Singapore, Malaysia, UAE, Saudi Arabia, and maybe Philippines?) sell NTSC-U (Firmware xx.x.x-xxU) New 3DS's and New 3DS XL's that aren't available in the United States (kind of ironic, but true).
For example, you can get a Blue USA Region New 3DS XL in those places, while you can't do so in North America (unless imported).