You don't need to farm any item to complete the collection files, the way they work (at least for the older ones, havent checked out the newest ones yet) is that you complete a certain objective (complete expeditions, complete emergency quests, etc) and then you'll get points for completing them. So like if you clear a quest you'll get a 5% or 10% or whatever boost (think it increases based on difficulty/rank) and then once you get to 100% the next time you complete the specified objective, the specified item needed for the sheet will drop (will appear as a normal drop, but with a white/silverish color) and once you pick the item up it will be marked as "complete" on the sheet. Once you have all of the objectives completed, the sheet item will be deposited into your inventory automatically once all of the objectives are completed. Hope this helps!

As far as I’m aware it doesn’t add a separate icon, the HP+ effect will appear and disappear with the Deband buff if I recall

The Techter class has a skill which will increase your max HP whenever they use Deband. Perhaps this is what you’re seeing? Especially since you said you notice it whenever buffs go up?

Try using the DS4Windows app located here: (http://ds4windows.com) I started using this app recently when I replaced my F710 with a DualShock 4 and it’s worked great so far, full support in PSO2 (both MS and steam versions) as well as most if not all of my other games including other games on steam as well as on emulators too. Give it a try!