I don't think you can transfer those. That is why Nintendo offered the Ambassador program after all - to give us who bought the original 3DS before the price drop something to make us happy that we didn't wait. Pretty sure it would stay on your 3DS.
That's one of the only reasons I am iffy on changing it up to an XL if it comes to the states. Well that and Nykos doesn't have a battery pak for the XL.
It's cute, but a little plain.
If it had some fancy details on it (like the Zelda 3ds's gold buttons) then I would consider getting it if it were to be released in North America.
Not sure where you're getting that from. You can transfer 3DS to 3DS, which is exactly what the 3DSXL is.
on a side note you can also transfer DSI-3DS.
edit: To be more clear, anything you have purchased and downloaded will be able to transfer, there isn't any sort of lock on specific things to keep them from transferring.
Same process for a normal 3DS to 3DS as well.