The jailbreak + MKK includes its own bridge, and all you needed to do was make an *additional* reboot.
As for your books disappearing, the Content Catalog knows how to handle firmware updates (obviously) but downgrades are a whole different kettle of fish -- any changes in the format will confuse older firmwares. Did you do anything special with it? It may have had to reload everything first.
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Yes, you will need to apply an anti-OTA method, there are a couple options listed e.g. BackDoorLock (I can never remember its current status), the update.bin.tmp.partial/ folder trick, etc.