Your question is very general, so only general answers can be given to most of your topics. If you ask about specific software, remote brands and models, and component brands and models, we can answer about them.

For instance,
That is a world of thousands of models and there's no way to address it without offering huge amounts of information.

You want the codes in Pronto Hex, which is a great idea. Use a Pronto! As for capturing IR codes (we call it "learning" the codes into a device), I recommend that you buy a Pronto TS1000 or TSU2000. Those are obsolete as far as the market is concerned, and therefore not very expensive. They learn IR codes in Pronto HEX format. I carry a TS1000 with me AT ALL TIMES to be able to learn new IR codes for programming remotes. I have seen several IR learners, and only the Crestron learner, for which you probably cannot get the software, is better.

The software for it is in the Classic Pronto section of this site. It's called Pronto Edit and you want version 4. It's free. Once you have learned a code, you can open an edit window and see the Pronto Hex code, and copy and paste from there.

Your profile does not mention where you are; you might need to find out what the European models of this remote are and buy one of those.