Hey Mihaela 🙂 The Main component is the same thing as the Master component. The Xd dev team changed the name of it for some reason a while ago, so the older tutorials might be using "Master component" as the term.
For the issue of not being able to edit multiple states, I'm not sure I understand your setup. Are you refering to other components nested into the main one?
It would be very useful if you can post a screenshot, with the layers panel visible and the problematic components selected, perhaps explain in detail what you want to achieve too.
If you can also share the .xd file, that would be great (you can send it via PM too, if it's sensitive info).