Question #1 -
#1 Yes they are specifically have to be in those specific ROM slots ONLY! There are permissions for those slots. Developer @hashcode0f is working on correcting those. Some day they will work in any slot. - BTW Ubuntu Rom slot requires 2 GB partition.
Question #2-
#2 Yes when you create a new Rom slot it is new and fresh. Your apps are not installed, but after you install your apps.the next time they will be there. The next time you update a new nightly or (ex.) Say a Liquid Smooth Update. ...download update. Boot recovery, flash new update in its correct slot. Wipe cache/davlik, flash Gapps...reboot every update.
Your rom will look the same way it was when you install your apps, just now updated.
Make sure you make a back up your ROM slot.
#3-
#3 If Your downloads are not showing up (not your apps) just your files, (ex.) Your Nightly downloads.
Goto install in safe strap.
Up top there is internal SD and ext SD selections.
Set it to which ever should have your download... Reboot to stock ROM...
Now back to safe strap ...
Look at install now..should show up now.
#4-
Bonus... Find Updates...
Go to menu .
System Settings...
About Phone...
Cyanogenmod Updates...
Hit Refresh circle top right...
Bottom are your ROM updates..pick newest nightly...
Download..
or use CyanogenMod Updater from playstore.
https://play.google.com/store/apps/details?id=com.paolinoalessandro.cmdownloader
Use gooim from playstore to check for updates on liquid smooth and Aokp.
https://play.google.com/store/apps/details?id=com.s0up.goomanager
Open...browse compatible ROMs...Aokp and LiquidSmooth show up. Select one of them/ targa/ first ROM listed in each is the most up to date ROM available.
Also I use Titanium backup ( pro version) to back up my apps..
https://play.google.com/store/apps/details?id=com.keramidas.TitaniumBackup.
Monster Bionic!!!