Most of them have .3dsx files that can be launched through Rosalina instead of installing them to the home menu. It is not known if it is unsafe to use these, but people have been safe if they only use the rosalina versions.
Are you using this version of the HBL .3dsx? The old one won't work with Luma: https://github.com/fincs/new-hbmenu/releases
Amiibo support for o3ds is only possible with nintendo's external nfc reader/writer. You could also try NoAmii, but it doesn't work too well.
FreeShop has them but you have to download every single theme at once and home menu will ask you to delete themes until you have 100 or less so it's kind of a pain. Themely or the other one (can't remember the name) is a much better way to manage themes and you can have as many as you want.
Should be safe but if you want to be sure they aren't tracking you update the game from FreeShop instead.
I wouldn't actually recommend using hblauncher_loader. Nintendo can see what you're running when you're online so the Download Play method is much safer. Using CIA homebrew and VC injects while online is also not recommended. FBI and FreeShop are available as .3dsx.
Tickets are essentially what the the 3ds downloads along with a have so that the eshop knows you've purchased it before, even after uninstalling the game.
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