The way I described before is the only way unfortunately.
In regards to where the files are, the will be saved to wherever your iTunes music folder is set to. Check your iTunes preferences and see where its set to save.
Also, when you export the files one by one, it will name it whatever the project is named and then tack on a number (or some sort of numerical naming system) on the end of it for the dif parts your doing. eg: "This is a number one single 1" "This is a number one single 2" etc etc.
You cant batch export unfortunately, and I dont think you can turn all effects off at once either.
Locking the regions is NOT freezing them.
Good luck.
