Wouldn't matter, it'd be stored on the SD card
If you're referring to the 3DS system update, that's not DLC. If you're referring to the patch, that's also not DLC.
Fire Emblem Awakening.
Depends. If you're downloading an item, then you're just downloading the data to have the deliveryman in the Pokemart to give you that item and the Wonder Card.
If you're downloading a Pokemon you're downloading a copy of the pokemon with completely random stats, nature but with set moves and ability and the Wonder Card
(This is speculation on my half, I don't know the specifics)