All firmwares have English so you can probably use any.

You do not have to worry about that message. If you have a K810 and the GDFS is recognized as K810 that's ok. Probably your IMEI number is not in XS++ database.

Remember to flash Main + FS and custompack. If you're using XS++ as I can see, you can flash Custom pack after flashing Main + FS. Check the guides, it is very clear.