The character set in map notes only does standard ASCII characters, not the entire Unicode range, so it has certain limits what will work or not.

You can easily test yourself if anything is necessary to remove by creating a new map note in a map, paste in your text, and then open it up in the viewer (the blue window) afterwards.

That's completely up to you.

The main thing I very strongly encourage when making a non-overland map, is that there is a symbol (or equivalent) on the parent map to link it to. No making an inn and linking it to a blank spot near the road on the parent map because "there could feasibly be an inn here". It is the mappers responsibility to place interesting places in their maps for others to link from, and if no marker for such an interesting place exist on the map, well, then an intermediate map may be required. So generally, the idea with an intermediary map is to make up for "shortcomings" of the parent map.

I am guessing fewer people have the free version simply because the annuals have more reach to customers not part of the community, but on the other hand, they are free, so anyone can get them without purchasing anything.

And yes, I used the free ones for my map. They're listed among the allowed resources here (the "Free Addons" section).

I have some tips here:

Which ProFantasy folder are you saving to?

It sounds like you're saving to C:\Program Files (x86)\ProFantasy\CC3Plus, which is the programs installation directory which is not supposed to contain user files. In fact, Windows have protections in place to prevent users to save to that folder, one of these is folder virtualization which is the reason you may see files inside the program, but not when trying to view the same folder using file explorer. The other protection is UAC.

Personally, I don't recommend saving your maps (or exports) inside either ProFantasy folder, but rather use your documents folder, this is where user files are supposed to be kept. But if you wish to save inside the ProFantasy folder, make sure to use the data directory, not the installtion directory (c:\ProgramData\ProFantasy\CC3Plus by default)