If I want to create a custom wipe file, do I really need to
cp that-file.pgm ~/.kde/share/apps/kdenlive/lumas/that-file.pgm

In the "Get New Hot stuff"-dialog there is no "Source" dropdown. Was that removed in some version of Kdenlive? See "Page Turn wipe mask online"

I am currently not running kde to save CPU and memmory. I just use openbox wm.