Thanks for your feedback about XD Codegraphy. It's really nice to know that XD is blending well at your workspace. Our dev team is putting in so much effort to make this experience better with every release.
About the issues that you have raised, I would need some more information for the first one to proceed further. Would you mind checking if the missing images from pdf were on pasteboard instead of the selected artboard? Is there any other unexpected behavior that you have observed while exporting pdf?