Do I understand correctly from the ISP Complaints section that Direct Downloads should not result in a DMCA or problems with your ISP?

Yep. Though your ISP doesn't care anyway

Also, if I’m using IDM (Desktop Client & Browser Add-In) with Express VPN to download from streaming sites like KimCartoon, 9anime or a regular site like Internet Archive will the VPN block my ISP from seeing the webpage I’m viewing and the downloads I’m getting with IDM or it’s “clip grabber”?

Your ISP can only see which domain you're viewing (i.e. Internet Archive) but not which specific page. Since streaming sites like the ones you mentioned aren't P2P though, you'll be fine

Finally, do I need to set my VPN to a site outside of the 14 eyes countries for safety when downloading in case of a data leak?

People will tell you yes but honestly, while it certainly doesn't hurt, it also doesn't matter. Either your VPN keeps logs and happily hands them out (which, from what I remember, Express VPN doesn't) or there's no logs anyway and you can just choose the closest location.