Okay Tina, I feel good with where you are.
For Question #1. Go to Site Administration, Notifications. Your Moodle version should look something like: Moodle 3.5+ (Build: 20180531). Post what you see.
For Question #2. Great!
For Question #3. I was puzzled by the small size of your moodledata folder, which was in the KBs. This meant to me that you had essentially nothing in your course. There has to always be a moodledata folder, somewhere, unless you have a really odd install. Look at your config.php file (in the moodle folder) and you will see where your moodledata folder is. Out of curiosity, where is your new moodledata folder?
For Question #4. I don't do GDPR (yet) so I can't help with that. Yep, lots of great Moodle resources. I have an old book titled "Moodle Security" which I found helpful.
Well, you succeeded with the migration! Pretty soon, you will be able to make that video!
For what it is worth, here are the videos that I provide my students in order for them to learn my system. Also, you might browse (you have probably done this many times) Site Admin, Server, Environment. This too provides some good information about your server and your Moodle.