Re: Kernel question
Nandroid backups will back up your rom, your kernel, and your cache - but not your bootloader or your radio.
Dalvik should be cleared every time you flash something in recovery.
sd-ext is a partition in your sd card that your phone is capable of using but does not regularly use - so it gets checked for backups but its not in use, so it it's E:unknown for now. Dont worry aobut it, its normal. This applies to phones with sd cards and without (the gnex, tho it has no actual sd card, has an internal memory that is delagated "sd card")
Not sure what you mean about kernel version changing things - it changes the kernel you have. Some kernels do more than others, might have a more visible presence in a way, but in general, kernel is under the hood stuff -kernels determine what and how much power things get (put very, very simply).
Rule of thumb for flashing and wiping - in recovery mode
flashing a rom - wipe data, cache partition, dalvik cache, format /system
flashing a kernel or a theme - wipe cache partition, dalvik cache, format /system
flashing a radio - wipe cache and dalvik and format system