Not sure on the visualizer stuff, but for #3, you can add a USB in xLights, select the Vendor/Model as FPP, and it will allow you to enter the ip address/proxy information for the FPP device you've attached the dongle as well as the USB port on the FPP instance. The "Upload Output" option can be used to push the configuration for that usb instance to FPP. That should be working in 2021.28+ I believe. Basically, if you are adding a USB dongle anywhere, use the "Add USB" at this point. That said, it's not really integrated into FPP Connect to attach itself to one of the controllers that it's configuring. Thus, not as seamless.
I started trying to figure out how to add the other various things that FPP can control (i2c devices, GPIO's, etc...) but aren't built into normal capes, but can work with capes attached. It's very complicated and will require some VERY significant changes in xLights. Right now, xLights really just visualizes the static entries in the various controller XML files. That works perfect for the ports that are built in and always available with those devices. For stuff plugged in later, it doesn't work. For each FPP based controller (or other controllers that are extensible if there are any), I'd like to have a button or something in the right panel to specify the number of "extra devices" and for each extra device, allow some configuration such as port/type/etc... Would work similar to the LOR Enhanced protocol stuff for USB. Thus, you could add a USB device or a PCA9685 or MQTT or GPIO or whatever. Like I said though, this requires some major changes to how the controller capabilities are handled internally in xLights. For now, the above "Add USB" extension was fairly easy to implement without a ton of major changes.