When ingesting data from the source SFTP connection the data is held within the container which the SFTP connection was mapped to. See Flow connection for SFTP connection.  This is where the flow path to ingest data from.https://experienceleague.adobe.com/docs/experience-platform/sources/api-tutoria...

Correct for source connections you should use the above whitelisting of IP address for source connections.  This is the source connections are in the same region. https://experienceleague.adobe.com/docs/experience-platform/sources/ip-address-allow-list.html?lang=en  

another option is to use the identityMap object to collect multiple identity values without setting an explicit attribute in a schema.

The profile snapshot export is a daily export of the UPS store after the global segmentation job.  This dataSet will hold approx. about 2 weeks of data in this dataSet.   You will have to use ranking to order the timestamp of when data was placed into this dataSet.  This dataSet will only contain XD...

Are you attempting to monitor a journey within Journey Optimizer and also a dataSet?  Can you please provide more clarity.

Adobe Experience Platform will only provided profile related attributes out to a destination.  If you are looking to export out experience data you would need to create a dataSet in the datalake and then export this data via the data access api.