Hey Samuel,
You are doing quite a good job! Very detailed analysis with an in-depth idea!
1. I find the pairs just fine. Also, in times of volatility (War), the EURUSD is always a losing asset.
2. Were the strategies just generated, or did you add some different indicators as filters? What is the reason for not having trades?
3. I think your plan is just great. You already know how to use EA Studio, so you do not need Demo testing if you learn to manipulate the data and OOS. I stopped Demo long ago after having the Validator in EA Studio, which is the same as testing the EAs on a Demo.
However, I always suggest everyone test the EAs on Demo.
Keep me updated with your tests. It sounds promising.