Metal Slug series

[King Marth 64]

I managed to bought NeoGeo Mini International recently that contains all the first five Metal Slug games including X since I'm trying out the SNK Arcade games and I did recently bought Metal Slug XX in the PlayStation TV since the official PlayStation Store for PlayStation Vita is going to be shut down on August. I did managed to beat Metal Slug 1 (the final mission was impossible to beat with just three lives per 4 credits), I'm on Metal Slug 2 as of right now.

I have a couple of questions in the Metal Slug series.

1. What is the difference between Metal Slug 2 and Metal Slug X besides that I heard some of the slowdowns in 2 had a problem, but got fixed up in X?
2. Since I don't have Metal Slug 6, is the only single copy that is not part of the Anthology Collection is only available in the NA version of PS2, correct?
3. I tried to find a way to download Leona Heidern since that was required to download her in Metal Slug XX PSP version and I couldn't find that DLC in the PlayStation Vita Store in my PlayStation TV system, does anyone that has Vita or a PS TV knows how to download her to the game legally so that I don't miss out on her from the PlayStation Store Shut Down in my digital copy of Metal Slug XX?

Edit from April 19th, 2021: Sony's President just announced that PS3 and PS Vita Stores are keeping them open instead of shut it down in Summer.

Edited April 19, 2021 by King Marth 64
Update

[Baron the Shining Blade]

1. There are various changes in enemy/boss/item placements, new weapons that would be seen in later games were added, and mission 1 now takes place at night. You can read some of the the specifics here.
2. MS6 by itself is on PS2, yes. It released in all three major regions.
3. Sorry, no Vita, no clue.

Edited April 19, 2021 by Baron the Shining Blade