[x-pro2 auto ISO - why nothing higher than 1/500th?]

I set mine to 12800.  It's definitely possible in the menus.  I don't have my camera with me at the moment, but let me know if you need a walkthrough.

[Question about X-Pro2 Custom Settings]

My understanding is (and I could be wrong):

 

You're always using one of the C1-C7 settings.  Once you select one of them, this becomes your "Base".  You can then change settings using the Quick menu to deviate from it.

[X-Pro2 uncompressed versus lossless compressed raw files]

Also, does anyone know which converters do and do not currently handle the lossless compressed Fujifilm raw format?

 

I know Iridient Developer only handles uncompressed at this point.  

[X-Pro2 low light AF speed]

I've read several articles saying that the autofocus perform badly in low light with the 35 F/2. My experience confirms that. Is it the same with other lenses ?

Can you point me to those articles?

[Third-party batteries]

I've always trusted TheWireCutter:

 

http://thewirecutter.com/reviews/best-camera-lens-filters-flashes-and-accessories-for-taking-great-photos/#camera-batteries