You aren’t supposed to link the saves. You can try by updating the Sysnand firmware to the latest (that can use CFW), then make Emunand based on your existing Sysnand. Use the same user profile on both nands.
You can load it in Emunand if you prefer. I’m CFW + Sysnand + online.
I don’t block Nintendo servers, cause I use them.
I used both at some time or another. I’m unsure which one I’m using right now; I’m assuming Checkpoint.
It’s a bug. As long as you don’t pirate stuff and install nonsense it should be safe using CFW online, so you won’t have to worry about linking.
I’ve been on CFW-only + online for years…
Without knowing what moves you gave it, can't know for sure. Ensure that PKHeX said it is legal.
Starting in P:LA, the game bad-eggs anything with a move it cannot learn.