Being you posting a lot of questions all together i've difficulties to answer all and it's easier for me using email.

By default HTML/XML are the same, you can customize both contents using a duplicated data source for 'content' type if needed. Double entries in XML are not possible because doubles are discarded automatically. Also you can choose to include one data source only in HTMl and another data source only in XML. Menu data sources can't be duplicated, they are synced automatically to Joomla menus and are reflected the same in HTML/XML.

Folders can't be named, folders name are generated automatically based on the category/article name... otherwise why use a sitemap generator?
What can be done is add a new parameter in the next release to override the close/open state of the menu tree for each data source. This will work in your specific case.