A bit of a multi-faceted question, so I'll break it into chunks:
You should be able to import your saves from the previous version, and we'll leave a 'save file transfer guide' in the download.
If you want to witness everything in the game, you'll need a higher corruption playthrough, yes. A few events are locked behind corruption score, and also corruption gain has its own unique moments.
As for the bandit option... well, there's mutually exclusive content for both decisions, so you'll have to pick one way or the other (or do both). We can't spoil how it will affect you in the future though, so... this decision is up to you.
Hope that answers all your questions. It's ultimately up to you if you wanna make multiple saves, but hopefully now you have the information you need to make that decision.