To answer this single question only, Rod;
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It does not matter whether Soft Proofing is ON or OFF when exporting … Either way, during the Export process, an algorithm (specific to the target ICC Profile) will be automatically applied to protect any saturated colours … See here for more info on this.
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If you are using the new wide gamut color space then I recommend that you have Soft Proofing set ON at all times - as then you will see the result (on screen, within PL) of the Protect Saturated Colors Algorithm being applied … That’s what having Soft Proofing set ON does.
– Tho, things may be a little complicated if you’re using two differently capable monitors …
– Which one will you be Soft Proofing for (?? !!)
John