FXP editing questions and layers

Yes, you need to activate instrument packs to use FXPs based on them outside of the demo/trial mode for instrument packs you don't own yet or haven't activated.  Since your purchase came with 4 (and it sounds like you haven't chosen which ones you want yet), those are free, and then if you need any others, they'd be separate/additional purchases.  Feel to ask on the forums if you need help choosing, as all of the instrument packs have different strengths and "moods" depending on what you're looking for.

If you have activated them and they're not showing up, refresh the license in the About area of the software, and then open and close the software again.  If activations don't appear write support directly by email (support [at] modartt).

The answer is "sort of" as you can use the parameter freeze and it will carry over all (or a selected subset) of an FXP's settings from one instrument pack to another, but because the underlying engine is slightly different between each instrument pack (which is what you're paying for with each individual pack), the way those settings will apply to the different "base models" at the software level will be different--how much so will vary.

Moving from, say, the Bechstein to the Bluethner or one of the Petrofs will probably sound 60-80% the same, maybe more than that, while copying an FXP by parameter freeze from the U4 to the Rucker's Harpsichord is going to work a lot less effectively.  Staying within the same brand and size class, so Hamburg Steinway to New York Steinway will be the closest in parameter freeze, while changes in size (Steinway B to D), design (U4 to Shigeru Kawai), or instrument type (Harp to Guitar) will work the least well.  If you're using Standard, it will keep all "Note Edit" changes made in an FXP in Pro, despite the fact that you won't be able to see that they're retained.