Thanks CD. That's a good start. What is considered "full manual"? What, exactly, is necessary before taking off? White balance is pretty clear - sunny, cloudy, etc. Are mid-flight changes to exposure common? I see the Pro has a dedicated wheel for exposure, and now see that the latest Air firmware has allowed that multi-use function to the gimbal wheel. But I don't know what that adjustment changes, or whether it's an advantage to use it. I have 3 ND's; 4, 8, and 16.
Full manual would just be manual mode in the drone's exposure settings, and selecting a manual white balance in the WB settings. It's simpler than it may sound, but can be intimidating at first.
With experience you will be able to look at the conditions and pretty much know what ND filter is required, but you can pick up the drone and point it at the scene to get a rough idea. Once you're in the air, you can tweak the shutter speed if necessary as you will have a little bit of leeway. Try not to raise ISO above 100, but if you need to in order to get the shot, obviously that is better than no shot. The ND set you have will be perfect for most scenarios - you will probably need a ND32 if you fly anywhere really bright though (i.e. white sand beach), but otherwise you are off to a great start.
The exposure wheel on the Pro simply changes the manual settings, and doing so is going to give you uneven footage if you do that mid-shot. The Air has the ability to do that now too, after the latest update. This can be handy if you are able to pause you shooting for a couple seconds and adjust before resuming. You can also do this with a couple taps on your phone or whatever you're flying with - it's not a big deal either way. Changing exposure compensation on the Mavic Air changes the shutter speed.
Depending on what you're pointed at, exposure can certainly change mid-flight, but that is just something you need to deal with. If the sun dips behind a cloud your footage may become too dark, or if the landscape transitions from very dark to very bright/reflective, the footage might be blown out a bit. It's a balancing act for sure.
The "golden rule" is to use a shutter speed of 2X the FPS (i.e. 1/60sec shutter for 30FPS footage), but you won't see any negative effects if you need to bump that up a little bit. In fact if I am flying close to my subject, 1/60 gives too much blur and I like to use 1/100 or so. You can play around with things like this yourself and decide what is most appealing to you. Too fast of a shutter speed though and you will get a very choppy look to the footage, especially if there is anything with constant movement in it (like ocean waves). Too slow of a shutter speed and everything will just become blurry, especially if you are flying fast, low, and/or close to your subject. Don't get too caught up in the "golden rule", but make sure you're aware of how your changes may affect the footage.
If you're just flying around for fun and have the luxury to stop mid-air and adjust settings slightly as necessary, you have a lot less to worry about. If there is any dramatic change to the lighting conditions mid-flight, you will either need to change the ISO or shutter speed, and if neither is acceptable/possible, you'll probably need to land and swap ND filters.
A good exercise for you might be to fly a certain path on Auto mode, and then fly the same path at 1/60 shutter, ISO 100, and the proper ND filter and compare the two just to see how the footage looks. The 2X FPS rule is intended to give a more natural/cinematic look to the footage with natural motion blur and smooth transitions, but isn't always perfect for every scenario - for example if you have to use 1/80 I doubt you'll notice.