1 - Circle of the Moon support, people are still modding this game but have to use ancient methods to do so.
Not possible, CotM uses a different engine by different developers from these 5 games. Someone would need to make a separate editor from scratch for it, which won't be me.
2 - Japan Region Support, Hacks like ROTF, LUNATIC, and PHANTASM for HOD and AOS were made for the J rom only, so even swapping characters is challenging, and I used your tool to make CVHODNGP, but couldn't do it for ROTF.
Although DSVEdit supports the JP versions of the DS games, it's pretty tedious to do that, and also increases the work it takes to add any future features even after the initial support is in, so I won't be adding support for any more alternate regions.
3 - I noticed there are a couple of hacks that wn't load into DSVania, AOS Alter is one of them. Also certain SOMA player sprites could not be brought up in the program, like Alucard from AOS Dawn of Symphony. And changing the palette for one weapon, changes it for all weapons.
I just took a look into why AoS Alter doesn't load in DSVEdit. It's because AoS Alter modifies some of the game's code, specifically hardcoded pointers to sector/room data DSVEdit needs to read. Because this was moved compared to the vanilla game, DSVEdit has no idea where to find the data it needs anymore.
There's no proper way to fix this. You could make a fork of DSVEdit, modifying its code to support AoS Alter if you wanted. But then your fork would be specific to AoS Alter, and it would have this same crash if you tried to open the vanilla game with it. So of course, I don't be doing that for the official version of DSVEdit.
I haven't looked into the sprite issues you mentioned but I assume they're probably similar things to the above issue and can't really be fixed.
Unfortunately, these games tend to hardcode tons of things, so I also had to hardcode the same things in DSVEdit itself to make it work, so hacks that change that hardcoding simply won't be compatible.