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Unfortunately the sample slot data is not stored with the sample, so yes, you have to re-set it every time. This is something we've already noted to the rekordbox team but don't have details on if/when it would be implemented.
Same goes for item 2; the sample banks are "global" and can't be individualized (for good reason; having a different deck load a different bank would possibly mean needing to double-up when switching decks but still wanting access to the other bank of samples).