Wellcome! I don't have all the answers to your questions but will try a few:
Is there a product that combines the functions of all the above-mentioned applications? It's very tedious to switch from one application to another all day long.
I can confidently say that the answer to this is "no." It seems like you are very much in an exploratory mode, trying a lot of different things, and my general advice is to be encouraged: Trying different tools and thinking about how they are or aren't what you need is a good way to refine your questions. As you develop more specific questions you'll find some tools more serviceable than others. In general, almost everybody who is doing a longer term tracking project logs some things in a privately controlled personal database - not just in the cloud service of a specific instrument (hardware device or app). Many, probably most, QS projects have some custom / actively collected tracking data, like the custom events you are tracking in Memento. So the "private data store/spreadsheet/custom event tracker" domain is probably going to stay at the center of your project. The highly specific instrumentation, such as HRV application, will come and go depending on what you learn and what you want to focus on.
I didn't realize that MyTherapy doesn't have export! That's a fatal flaw in the long term. I'm curious about what others are using for this and I'll post it if I find a good tip.
I've failed with reminders, too. I find it easiest to build a measurement period into common transition points in the day: Waking up, before/after eating (usually after), leaving work, going to bed. Of course your schedule will have its own transitions, but this has worked best for me over the years.
I think even the existence of this category is still pretty new to many people, so there aren't large scale advice platforms or databases (yet).