Myanmar font issue

Your fix is the correct way, more or less - it doesn't matter how you apply the World-Ready Composer to your text, and it doesn't matter that much whether you choose the single-line or paragraph composer. (Try them both on a paragraph to see the difference; it's sometimes important in Burmese to use the multi-line as InDesign isn't very good at Burmese line-breaks, and typically the paragraph composer is a little bit better.)

The fix for Burmese page numbers is a bit more complex. InDesign's text layout engine has support for Burmese digits, but there's no real support in the interface. If you know how to install and run a script, this one will create a paragraph style that has Burmese digits turned on.

/*
	Add Paragraph style with Burmese numbering by Joel Cherney
	Based on "Khmer Page Numbering.jsx"	version: 1.1 by Thomas Silkjær
	
*/

var my_document = app.documents.item(0).paragraphStyles.add({
	name:"BurmeseDigitsSupport",
	characterDirection:CharacterDirectionOptions.LEFT_TO_RIGHT_DIRECTION,
	composer:"Adobe World-Ready Paragraph Composer",
	digitsType:DigitsTypeOptions.BURMESE_DIGITS,
	paragraphDirection:ParagraphDirectionOptions.LEFT_TO_RIGHT_DIRECTION,
});

This will create a paragraph style that will number in Burmese digits. You'd need to edit the resulting "BurmeseDigitsSupport" paragraph style to add a font that supports Burmese. 

Here's a screenshot of the paragraph style definition; note that InDesign can't tell us what digits are being used, as the UI and localized menu names don't have a string for Burmese digits.