Standard OW benefits, including the CX F lounge in LHR and yes, you will have to pay for a seat in the emergency exit row. If you are tall, I would suggest searching for a date when the LHR flight is operated by an A321, where you get plenty of legroom in Y.
Since you are going to AQJ, let me give you a link to this thread:
RJ domestic flights guide (including connections/AQJ airport transportation)
PS: Will come back on the baggage question after I double check with my contacts at RJ. Not sure if the non RJ Emeralds get the allowance on the HBO fares.