For the TFT's firmware, open it with ARDUINO IDE and make a search on "115200" in the grbl_controller_esp32 file, the information your are looking for is in this file and not in config.h file. Be careful, you have to modify the baud rate at 2 places.
For the Grbl's firmware (for v1.0 or v1.5 Grbl boards kit), open it with Atollic True Studio, and make the same search than above in config.h file. You should find the following lines :
89 // Serial baud rate
90 #define BAUD_RATE 115200
Make sure to set the same baud rate into the 2 firmwares (ESP-32 + STM-32), else the 2 chips won't be able to communicate together.
I am sorry I do not have the answers to your other questions.