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If the trainer resistance does not change when you use Level Mode in the myEtraining app and manually change resistance there, then you need to raise a ticket with Elite support - https://support.elite-it.com/en/ticket

I still wonder if the Clicker is expected to be used with the myETraining app real videos,

Virtual shifting only works with Zwift. I'd be very susrprised if you could use it witnin myEtraining.

Others on the Zwift forums have reported successfully using firmware 87 to connect a Zwift Ride. Are you connecting your training over Bluetooth? Because virtual shifting does not work over ANT+.

Open a support ticket and send them a video showing the behaviour/sound.

https://support.elite-it.com/en/ticket

Try this link for Elite support - https://support.elite-it.com/en/ticket

Raise a support ticket with Elite. They will help you diagnose what's wrong.

I would raise a support ticket with Elite support.

I asked on Elite's Facebook page about a firmware update for existing Direto XR owners, and this is what they said:

Currently, this is the only compatible version. We have a firmware update for the Direto XR / XR-Ts on our schedule, aiming to make them Zwift Ready by the end of the year.

I can only comment on Zwift, but I suspect that the same is true for other training software.

No, it won't make any difference to anything other than your displayed/logged cadence value being more accurate. It won't affect anything to do with your power.