The place to look is the Metadata API Developer Guide, in the Metadata Types section.
Note on terminology: these are not Custom Metadata Types. Custom Metadata Types are a specific Metadata API entity. CustomObject, for example, is a built-in Metadata API entity.
The following objects store Lightning metrics & usage and are available for custom Reports (via a custom Report Type) as well as SOQL queries:
The documentation notes what you did so I don't believe you're doing anything wrong.
The following lists Priority under "Work Order Line Item Fields" which supports what you're ...
Should be. I use a deployment tool which simplifies this for me, but if you're looking to pull it you might want to check workbench --> Info --> Metadata Types & Components --> ProfileSessionSetting.
What's highlighted in blue is just the profile name.
This'll give you the name to include in your package.xml to pull/deploy.
Clarification provided by Vladimir Gerasimov about the current Winter '20 Beta functionality:
Apologies for the confusion. Since Dependency API is currently in beta, it's only available in sandboxes.
I think they way it's documented in our release notes is a bit confusing as it says:
Where: This change applies to Lightning Experience, Salesforce ...