Welcome Aboard!!
Great looking rig. I have only seen a few of the 4x4 Sprinters.
You look to be able to answer all of those "What is a 4x4 Sprinter able to do" questions as you gain more and more familiarity with your new van.
Not sure if it was offered on the Ford, but the Sprinter model has a bug curtain option that velcro's on and off. So basically, you can camp with the doors open but screened in from bugs.