These filters are for continuous use... Clean and re-oil with something like this when it looks dirty.
https://www.roto-fab.com/air-filter-cleaning
Catch can empty at oil change or anytime you want.
Heat exchanger doesn't need anything
Install and expansion tank to easily get rid of air. Other wise keep toping it off at intervals when it's cool.
Brakes I'd just stick with OE and replace the ones you have. Never heard of melting them.