"Exclusivity is only for Kindle Unlimited. If you're just using the normal Amazon KDP, there's no exclusivity. You need to remember though, that Amazon wants the lowest price. So if you sell it elsewhere in addition to KDP, you have to make sure that the other place don't sell for lower price than Amazon, even if it's only for a short promotional period. You can change your pricing anytime, but it's kind of a pain in the ass, so when Amazon rep contacted Ai-chan about lowering the Amazon price, Ai-chan just complied.
Exclusivity for Kindle Unlimited applies to the entire stuff you sell through Amazon. If you have a trilogy and you sell book 1 through Amazon, your book 1 must not appear anywhere else. Not even as a draft. So if you choose Kindle Unlimited, you have to withdraw or delete all online copies of your book 1. If you also have book 2 and 3 online, you can keep sharing them. Unless, you put book 2 and 3 into Kindle Unlimited as well. This is not a problem if you use the standard Kindle KDP, Ai-chan's draft is still online for everyone to read for free, if they don't want to buy them. Though it would be great if people do buy them.
Exclusivity for Kindle Unlimited is permanent for as long as you have that title under Kindle Unlimited. You can remove the title from Kindle Unlimited as you wish, so it's not like you're stuck with it forever. Just use Amazon KDP (Kindle Direct Publishing).
Advertisement? Who cares. Ai-chan spent zero dollar on advertisement. Ai-chan's readers provided the advertisement as they bought the book and leave reviews. At one point, Ai-chan's book was even in the top 20 of young adults fantasy novel. You do need to spend some money of a professional cover, though."