Linsh Thank you for the additional explanation. There is actually no hotkey to select only the slots below the bone, but based on your explanation, I think you can use the PAGE_DOWN key to select the previous selection again. In fact, the previous selection is temporarily stored internally, and you can return to the previous selection by pressing the PAGE_DOWN key. (As far as I have tried, you can go back to about 18 entries.)
Spine has a wide range of very convenient hotkeys, but not all of them are documented in the user guide, so even experienced users may be unaware of some of them. If you have any further questions, please feel free to ask us.
By the way, regarding point 4, as I thought, there was a similar request in the past, and that issue ticket has already been closed because this function already exists when the lock button is enabled in the dopesheet or graph view:
EsotericSoftware/spine-editor864
We hope that this will resolve your issue.