1. The reason it gets partially cut off during export is the export setting 'Restrict image to map border'. The map border here is the actual map border (a thin line) and not the decorative one. You can avoid this by turning off this option, but it will probably also result in some white borders around the map. You can also use the rectangular section export file type when exporting, which lets you precisely control the export area yourself.
2. This is an issue with how sheet effects work. When they look for the edge to put the glow around, the way this edge is identified is by finding the difference in the image with this sheet on top compared to the one without. But if the pixels on the sheet below contain exactly the same color, as it happening here with the black outline of the trees matching the color of the text, the effects processor sees this as no change, and considers this an edge. Try changing the color of your text to the darkest gray instead of black.

If it is the filters, I think a repair install will fix it since it should replace changed files. Can you try just to run the original CC3+ installer again and it should offer you a repair option. See if that fixes things.

Note that each time you test if things work as they should always test by creating a brand new map, since the map controls which filters to load.

Should be doable with the Mercator Historical or Mercator Revisited annual styles.

Uh, in the file you posted there is nothing on the WALLS 2 sheet, not is there a point light, setup on that sheet.

I've attached a version of your file where I threw in some crude light blockers on this sheet, to prevent the outside light from illuminating the walls. I placed them a bit from the edge to show the edge of the wall, but they block the light from getting far into the wall.

Also note you should put your bitmaps in the final resting place before using them in a map. The paths for many of your fills refer to your download directory. The next time you clean up your download directory and moves the files to a better locations, those ice fills will suddently start showing red X'es.

That's a "Whole Drawing" effect. You can switch to those using the radio buttons right above the effects list in the sheets and effects dialog.