hopefully one of the sdr experts will dial in to answer your questions. In the meantime I’ll offer some opinion.
Question: Can I set my own bands? For example, I would like to set a band that includes only a portion of an amateur band (for example, the CW portion, say 3.500 – 3.575 MHz).
I think its unlikely. I suspect that they used fixed filters that are switched in/out unders software control and are not tuneable in a fine grain manner like you would like.
I talked to one of reps for the FLEX rigs. That’s quite a sophisticated sdr rig. I was curious thinking that they had some fancy tuning system for the bandpass. He said that what was in there was a series of filters with old fashioned relay switching for tuning. Custom filtering a narrow band like you are asking for would be quite a feat.
I am still learning the value of using those zero IF, or LO IF settings. I did discover that while running in zero IF that I get a lot of broadcast AM images when I”m dialed in the 22Mhz area. When I switch to a LO IF setting they go away. So I need to learn the -+ aspects of those settings.
How is ver 1.33 working for you? I am finding that some of the settings choices work differently from time to time, inconsistently. So much so that I gave up on sdrplay and went to hdsdr.