Check the menu and make sure i.LINK mode is set to FAM (File Access Mode) and not AVC (for tape-style playback and capture). Also make sure you have the latest FAM driver installed.
I’m pretty sure you will need the Calibrated decoder. It’s a quality product and well worth it. For the non-MOV wrapped files you can bring those in natively.
Yes, manually import the .mp4s to a new BPAV. highlight a location in Browser’s explorer window, make a new folder, then file–>import the .mp4s to this location. This will create a new BPAV archive with new metadata.
The UDF files are supported. They are the same as the XDCAM optical disc files which Premiere has supported for some time. Just make sure you have the UDF driver installed. https://www.sony.com/xdcam-downloads
The EX codecs are natively supported but the files need an .mov wrapper. You can rewrap to QT (without transcode) if you use XDCAM Transfer or Content Browser. The below is from V8 but still current, at least as far as EX is concerned..