Unfortunately you are correct, the DXF comes in effectely as a block that cannot be exploded. This is one of the limitations of this version of the program. Obviously you must filter out in the model what you don't want as much as possible. You can easily add lines in but cannot take them out. The only thing you MAY be able to do is cover existing lines with a white line (thicker) and print in colour with "Print Line Weights" turned on. The white line must be EXACTLY over the line you do not want. Zoom in close and use Object Snap to make sure it aligns.
The DXF is essentially coming in as a 'flat' 3D model, not lines, so dashed lines will not appear. Again you MAY be able to put a dashed white line over it to make print dashed. If you set the background of the model to a colour other than white, you will find it easier working with white lines, but make it white again before you print.
Will get to your other questions later on today (I hope).