Are all the folders in the proper locations? Those blank entries in the latest screenshot of yours is typical indication of symbol catalogs not being where they are supposed to be. Basically, the config in CC3 says that a catalog should exist, but the actual catalog file is not found.

For example, that top catalog file in the screenshot is expected to be found at

@Symbols\Medieval Symbols\Artisan Buildings Wooden Shingle.FSC

(Remember that @ represents the location of your CC3+ data directory, so with a default CC3+ install, this would be c:\ProgramData\ProFantasy\CC3Plus\Symbols\Medieval Symbols\Artisan Buildings Wooden Shingle.FSC)

If there are any differences at all here (such as an extra folder in the middle or that path, or a missing folder) it indicates that things are not where they are supposed to be, and something has gone wrong at some point.

If you insert an fcw file into another using Draw -> Insert File, the line styles (along with fill styles and symbol definitions) will be copied over. Basically same trick as for copying over missing fill styles.

The filters those buttons use are set up to be compatible with the standard CD3 style cities. When used with other styles, they simply doesn't find the correct master filter, and ends up displaying the default set of symbols from whatever style your map is in.

You can toggle the filters used by using the :CC2SYMPATH: button. Each click switches to the next style in the list, or you can right click the button, pick master filter settings, and pick the desired one (These buttons want the CD3 Bitmap A one). Some styles may not have the right option in the list however, so another way of doing it is to click the :CD2: button once.

Note that changing symbol style will affect all other symbol buttons too though. The easiest way to get back to where it should be for your maps if you can't seem to do so using :CC2SYMPATH: is to simply save your map, then go to the File menu, and pick your just saved map from the top of the recent file list. This reloads the map, including restoring the default settings for that map.

It is a limitation of the Wizard. If you use the pre-defined template option instead of decide settings myself, you can just pick the symbol catalog template and it will use it without you requiring to save the file as a fcw first.

When you hit save from the first time then, you can pick the symbol catalog type directly.

Unless you use Point Light shadows, no, you can't really block shadows. Sheets are rendered one by one individually.

Technically, since your shadow from the wall is shorter than the shadow from the statue, you are kind of saying that the wall is lower than the statue, so the shadow should technically pass it anyway. These are one of the problems with using wall shadows indoors. They give a nice visual, but they are pretty unrealistic, since most rooms are lit from within, so the walls never cast shadows into the room. Sometimes, replacing the shadows with glows looks better, but that doesn't change anything regarding the statue.

The ways to handle the statue would be to either make the shadow shorter, or use something to overlap it, for example by creating a copy of that floor on a sheet that is after the symbols in the drawing order. That works fine, but can lead to a rather complex sheet setup if you need to handle many shadows like that. And of course, the last option is to increase the length of the shadow of the wall.