1. What is the recommended way to export data these days? I only ask because I see references to DDE, custom quote columns and RTX ExportData at the Linnsoft website.

It really depends on the situation.  But I think for what you're doing, ExportData indicator is probably the best solutoin.  You can experiment with DDE as well as see how that goes.

2. Should I be using SessionPrices instead of SESST when I can or does it make no difference?

No differene really.  SessionPrices just makes it much easier.

3. I saw that I could increase the number of variables you can store data in and have done so (changed mine to 100) but wanted to know if there is a threshold you recommend not going above even though I see we can go up to 500?

You shouldn't see any performance impact from going to 500 variables.

4. I also try to establish the sessions and intervals I need for my data via MPD instead of inserting indicators on charts with the proper session and interval needed. Is that ok or is it better to have a chart for each interval needed and not rely on MPD?

Having a separate chart for each periodicity will probably ultimately be more efficient, but not significantly so.

5. Is it normal to have multiple invisible symbols on some of my charts? Most have none but others have 4-5 and a few have 10+.

Yes, many indicators like Profile indicator must add invisible instruments (and sometimes invisible indicators) to charts, and use those invisible instruments...for efficient purposes (so it doesn't have to reload and free them over and over).  Normal.

6. Noticed that when you create custom indicators that you can chose to ‘calculate on last x days’ at different levels of development (IE- MPD has it and SESST has option too). Should I set calculate setting in each of them or are you only supposed to adjust the setting for one of them?

Again, there for efficieny purposes in the case where a user may have data loaded back to 2018 in the chart, but only needs last 3 days of MPD or SESST calculated.

7. Is it ok to have 1000+ days of data on my Daily’s whether they are built from 1day Bars or 405min bars?

Always use "Time Per Bar: 1 Day" for day session candles built from intraday data.  You can use 405m as well, assuming there are 405 minutes in your day session, but Time Per Bar: 1 Day is just more reliable and easier.

8. When using DayType and profileShape can they be inserted on a chart with any interval and work correctly?

Pretty sure these are fine-tuned for "Time Per Bar: 1 Day" periodicity (or 1d*), but you can try changing to Time Per Bar: 1 Week and see if it gives you reasonable/expected results.

9. Do DayType and profileshape need tick data to give accurate results?

DayType does not require tick data.

10. Can profileShapes be considered accurate or are they more of a guess?

Educated guess.