IIRC there is only one ending that requires A support in Fe 9, all the other endings can be obtained by simply finishing this game while having A support between them (building the in this game).
Don't worry too much about the transfers, they are nice bonuses and can help some units a lot but they are not needed or anything like that.
On the second playthrough thing, as Knight said, there are a couple of recruitable units wich are not super broken or anything, a couple of extra dialogues and the fact that tou can play HM.
TBH i think HM is the main reason why you should try to get the save file since you can view/read the rest
The save thing should not be that complicated, just download a save, put it in the sd card, insert the sd card in your wii and move it to your wii.