There are no Kindles currently on sale that have something similar to the Kobo's ComfortLight (i.e color-changing frontlight). The Oasis 2 does have the option to invert the screen natively though, IIRC, which is something you can only get on a Kobo with a specific patch.
I own several Kobo ereaders - though not this model - and I've never had any problem in connecting them to my Windows 10 laptops. Keep in mind that Mobileread is a very small community compared to the amount of people that own Kobo ereaders in real life and never have problems with them. This is not to say that there isn't a problem, but that problems reported here are not necessarily the norm.
As for the rest of it, the epub vs kepub issue is complicated
I'm pretty sure the field is evenly divided over at the Kobo subforum. In general both work well if you don't have any specific requirements. Fonts in EPUBs look better due to the fact that the KEPUB renderer doesn't support ligatures; KEPUBs have better support for pictures and footnotes. Anyway, there's a Calibre plugin that can be setup to convert EPUBs to KEPUBs while sending them to your device, so it's a relatively painless process.
Converting from azw3 to epub and viceversa is relatively painless as well, but it will require DRM removal.