3DPrinting

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@cyberwolfie so what I mean is files that I can open on FreeCAD and can be modified to create my custom parts (step files), rather than importing an STL, which leads to worse results / more difficult to modify.

This doesn't affect me directly much, but it does affect the community as a whole, and it's a step (heh) back from previous printers that do have the step files available.

No, .step file is an exchange format, (think .pdf files), that can be used across different CAD programs to import geometry so you can work on them.

Unlike the common .stl format, a .step file contains a majority of the internal information that was created by original CAD model. While an .stl file is just meshes and nothing else.

PrusaSlicer can use .step files directly to slice. But I'm not sure that other forks/slicers can. I like models in .step file because it's far easier to open them in whatever 3D CAD software I'm using to make changes to a model to suit my needs. I can do .st' files, but it's a pain to work with them.

There are a fair number of methods to join pieces into larger assemblies.

Some people have used a 3D pen to "weld" an assembly. But from my observation, it's not particularly strong. Super glues are popular for PLA. It bonds and holds well to PLA. PETG is better glued with epoxies vs super glues. But super glue will work in a pinch. Sometimes printing threaded parts is acceptable. But issues with fitment and strength of threads can be a problem. Simple machine screws and nuts are good for somethings. Even self-tapping screws are popular. Heat set brass threaded inserts are cheaply and widely available. And can be set with a cheap soldering iron. Various "snap together couplers" can be designed and 3D printed.

These are just a few ways to make assemblies with 3D printed parts. The trick is to learn how to choose what is the best for any particular model and that's on you.

Making a model hold water can be as simple as "the thicker is better" approach by adding more perimeters and top and bottom layers. Or it can involve applying various suitable paints and sealers. Again like fasteners, your use will most likely dictate the methods that you choose.

Edit to add: From what I can see, PrusaSlicer currently offers the best tools to create cuts and locators right in the slicer. With perhaps Cura a close second, (but I haven't use Cura in couple of years now).

1. When splitting a model into chunks, one important thing is to not just cut it along a flat plane, but instead design in tabs and slots so that the pieces locate and interlock.
2. In addition to gluing pieces together with things like cyanoacrylate (super glue) and epoxy, it's also possible to solvent-weld them together with things like acetone or other solvents that depend on what kind of filament you're using (e.g. ethyl acetate for PLA). Such solvents can also be used for vapor-smoothing. They're relatively nasty chemicals, though, so you need ventilation and PPE and whatnot.
3. Even an object printed as a single unit may not necessarily be watertight because of pinhole gaps between layers.
4. In general, if you want your final object to be watertight, look good after being spliced together, or even just not look obviously 3D-printed, you should expect that you're going to have to sand/fill it (with e.g. bondo) and paint it.
5. If you want to make something like a food-safe container or a sex toy (i.e. where it's important that the material both be non-toxic and not have any layer line crevices that could harbor bacteria), your best bet is to 3D-print a mold or blank, finish it as described above, and then use that to cast the actual finished part out of some other material like silicone or metal.