Every time you switch it will need to relearn. Most people on here will tell you that they pretty much always run the same tune. I switch down when I'm towing heavy but otherwise almost always run on the hottest tune.
I didn't read the whole thread so if it has been posted I'm sorry. Running you EFI with the cts is fine, unless you want to data log. If you unplug the cts to plug in your v2 to data log the cts defaults to tune 3. So if you race tune is not in the tune 3 position you will not be able to run the race tune with out the cts plugged in. If the cts decides to take a crap you truck will be locked in what ever tune you have in the 3rd position. I run a cts but I run my tunes on a dps5 switch.