If you change the baseband it might improve your reception and / or the batterie consumption but there is no guarantee that every update will have an equal impact. You have to try - it might even happen that an older baseband works better for you. Therefore I keep all of them avaliable that everyone can have a try.Sometimes the recipe is more than poor. I'm unsure:
1. Make it sense to update the baseband to CPL1 (I would take the DBT-file)?
2.is it more safe to flash with odin than TWRP?
Nevertheless in which country you are or which carrier you use, the basebands are all compartible for your phone if you use the right VARIANT (F/H/M/Y). Also if you want to use the CPL1 baseband or any other it doesn't matter from which carrier it is because they are always the same. For example I use the QB2 which was first published in a firmware for Saudi Arabia, but I use it mainly in the EU with best results.
To your second question. There is really no difference - use whatever suits you more. I find it more comfortable to flash via TWRP because I can do so without the need of a second device.