Vortex will install Bepinex automatically when you tell it to manage Valheim. This is essential to Mod Valheim, but it is automatic. Some mods do indeed have pre-reqs, but when you click the install with Vortex link from the Nexus, if any are needed a popup page listing them will appear before it installs the mod, this popup page will have links to install them as well. Also on the Nexus there is a tab for pre-reqs that list any needed for the mod in question, or any other mods that require the one you chose. The Nexus is by far the best resource you can find for modding this game. Additionally, if there is no "Install with Vortex" on the Nexus page for the mod you want, then you most likely have to install it manually. As I said there are a few that have to be installed manually because Vortex will place files in incorrect directories, so I would still recommend reading the install instructions for every mod you use.

I have not had the issues the person in Discord was talking about myself, but anything is possible.

Your save files are located in "C:\Users\<Username>\AppData\LocalLow\IronGate\Valheim"

Just keep in mind some aspects of your save file require assets from the mods you have been using. If you reinstall the mods however it should work just fine.

Have fun, and if you have any further questions, do not hesitate to ask.