Enysse this one is all yours.
kristian..............Enysse knows what he is talking about on this and summed it up well. I have used the .338 WM for decades and shot hundreds of animals with it..........from pronghorn to moose, grizzly, kudu and gemsbuck. It is an excellent cartridge.
Your questions are quite broad and would require a small book in response.

I think my last post addressed my thoughts on the rifle itself. The cartridge is a good one...............as to the CXP 1 to 4........well I do not shoot Winchester factory ammo, I handload. So if that is your plan, then I think you should go to the Winchester website and look up the offerings and see what they have to say.
What you pick will depend on what you are planning to do with it.
Cheers!