No, that won't work, because that doesn't import the fill styles into the template. Changing style only changes which drawing tools are displayed in the dialog, but if you don't import the fill styles first, those tools won't have their fills.

The easiest way to use textures (fill styles) from another style is to first make a blank dummy map in the style containing those textures, then in your actual map, go to Draw -> Insert file and pick your dummy map and hit ok. Once you return to your map with the dummy map on your cursor ready to place, just hit escape immediately to stop placing it.

For most maps, just set the 'Restrict image to map border' option in the export options dialog, and it will take care of it. If the map is somehow missing a map border, use the rectangular section jpg file type when saving, as this will cause CC3+ to prompt you for the corners of the export before saving the image.

Yes, just hold down the control key and click on an entity to deselect it.

To add to Quenten's reply, you would do that by using the regular :CC2MCHANGE: command.