Mig, I have a X-S10 and am very pleased with it.
You can have a different WB setting in each of the custom settings as well as in aperture priority or shutter priority or any other mode. If you set custom mode 1 to a WB setting of Daylight and then work in aperture priority with a auto WB but then switch back to custom mode 1 you will be back in daylight WB setting. When you switch back to aperture priority mode you will be back in auto WB.
You cannot bracket a custom setting, that makes no sense. A custom setting can incorporate a bracketed setting of some type.
You set up your camera with a variety of different settings eg black and white, auto WB, AF-C and then save them all as a custom setting so you can recall those settings whenever you need them.
For example I have C-1 set for action photography, C-2 for black and white and C-3 for sun rise and sun set (using different film sims and WB).
RAW files are not affected by WB in the camera. You assign a WB to them when you edit them .
Hope this helps, Dave.