If I'm understanding the first of your problems correctly, it's that you are trying to make a different external display the "main" display with the desktop icons, right? As seen in the screenshot below, you can do that by dragging the menu bar within the Display Settings. The DisplayLink bug list states that with more than 2 displays, it probably won't remember the arrangement so each time you disconnect and reconnect you might have to do this step.
Changing the displays has been tough for me as well, this is one thing Windows has over Mac currently, is managing each display independently and being able to disable displays as necessary. I think this problem is just attributed to the Mac OS at this point.
If I didn't understand your problem correctly, my apologies!
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