According to
rentry.org guide, transferring any modified save file from emuNAND to OFW carries a ban risk, especially the one where cheats were used for online games. Do it at your own risk, but I'd strongly advise against doing that. It's not worth getting your console banned.
As far as I'm aware or, updating firmware works even on banned consoles.
I'd suggest that you go through these two guides:
NH Switch guide and
Rentry.org Switch guide. Getting familiar with the terms used will make using and updating your Switch a much easier task for you. Rentry.org Switch guide is pretty straightforward, but doesn't really go too much into details. NH Switch guide, however, is pretty detailed but doesn't mention installing sigpatches anywhere, which is required for game backups to work. If you want, you can even check the now-defunct
Switch Homebrew guide website which also has a lots of useful info. That's where I started out.
For game backups to work, you'll need either the latest
sigpatches or
sys-patch module. Optionally for sys-patch, you can install
Tesla +
nx-ovlloader as that will allow you to see whether sys-patch is working properly. Having both sigpatches and sys-patch at the same time should cause no conflict at all, but it's recommended to stick to one that works for you in order to reduce the clutter on your SD card since they are doing the same thing.
HATS has a way more than you probably need. Go through the guides I've posted above and they'll set you up with the minimal stuff you need to have to begin with. After that, you can expand on tools and homebrew apps you might find useful.
Indeed. They've probably listed everything that's included in their pack.
I'd say they are worth it, especially since you don't need to do any hardware modification in order to hack them.