Well, you certainly getting there.
1. No, the .objkey is generated when you export from CC. Then you use that key to import the mesh back as a morph.
2. When you export Nude in T-pose, it does not export any cloth, or hair, or accessories by default (even if character is fully dressed).
3. At the end, yes. You would bring it in, fit it and *weight* to the head as a hair.
4. I only changed material for left/right Cornea, switching from realistic Digital shader type to Traditional and set the opacity map strength for eyelashes to 0.
I would recommend using Pro mode for better quality and more options if you go with Head-shot plugin.
Over 1K additional morph sliders, which come with plugin (or might have to be purchased separately - don't remember already) makes it very easy for skilled (and not so skilled like me :)) artist to sculpt the head as close as possible to the *original*.
There are some useful RL and users tutorials can be found here:
https://forum.reallusion.com/427885/Headshot-tutorials-hints-and-tips?PageIndex=1