Yes, it is clearly confirmed to the product's page.
Yes, the correct DPM Upgraded Recoil Spring for your S&W SD40 is MPN:MS-S&W/6.
The DPM Upgraded Recoil Spring for the P365XL (MPN:MS-SI/26) will be compatible with the X-Macro as both the X-Macro and P365XL use the same exact recoil system (Guide rod, spring etc).
The DPM Upgraded Recoil Spring for the P365XL will not work with the Sig P365X Macro.
The DPM Upgraded Recoil Spring model MS-S&W/6 will work with a SW9VE.
The DPM Upgraded Recoil Spring you need can be found at the link below.
https://www.opticsplanet.com/dpm-recoil-rod-reducer-system-for-sig-sauer-p320-compact-and-carry-9mm-357sig-40.html
You should use the whatever DPM Upgraded Recoil Spring fits your gun. It will function perfectly fine with 115gr 9mm.
The best spring/plug combination will depend on your setup. 115gr ball ammo will shoot very differently that 124's. Also defense ammo will run much hotter. You will find your best setup with a bit of experimentation. A good starting point is the mid-range and either work up or down from there.
The system should still cycle with lighter loads. Some adjustment may be required for proper cycling.
Yes, the parts are stainless steel with visible parts being black oxide stainless steel.