@JakeK please refrain from channeling your frustration with Alexa at our forums or community, people are spending their time trying to help!
If you go to Cloud configuration panel → Alexa card → Manage entities you can pick the domains to automatically include/exclude via the “Manage Domains” button and choose to override settings on a per-entity basis.
Does unexposed domains still allow a previously exposed entity in the cloud service? In my tests it did not unless something has changed recently. Example I have multiple media_player devices related to DirecTV. I had only one exposed since it was the only one that Alexa could utilize. A change somewhere else in the system somehow affected the other media_players and caused all of them to be reset and freshly exposed. I do not know what change occured that caused that, and if it was precipitated by something I did. That said directv was only the most recent example and it just happened to break other functions. Often my zwave network will accumulate phantom entities, mostly sensors on fringe devices.
Toggling a domain off is going to un-expose all entities within it at once. Toggling it on will expose them all at once. After either of those actions, toggling individual entities would allow you to fine tune the batch. If you have a domain set to exposed, any new entities in that domain will be automatically exposed.
Media player entities vary widely in features and functions and can be a different beast, especially when it comes to receivers. It is often better to use the native service for those if they are available for either Google or Alexa. You can still automate using HA, but voice control would be the native support for the device provided by Onkyo, Denon, Yamaha, etc. It depends. I set my media_player domain to unexposed and bring in other individual entities as needed (actually only one Onkyo receiver). New entities do not get added automatically.