Your pad choice looks good to me. Start out with SSR2.5 on a light cutting pad, but be aware that VAG paint is very hard and may need more bite than this. If the light cutting pad doesn't remove the marring, then I would consider stepping up to a cutting pad (LakeCountry yellow).
Also, I find that when working with VAG paints that 4" pads are better than 6" - the 4" pads can generate more heat on the PC, breaking the products down a little more effectively and giving you better cut, so consider moving to 4" pads if the 6" are cutting it for you. If the swirls are really severe, you may need a harsher compound such as SSR3 but care really must be taken when using this, especially by PC - use on a 4" cutting pad only, and always follow with SSR2 or SSR2.5 to remove the micromarring that SSR3 will most probably leave. Only use SSR3 if really necessary.
I leave 24hrs between applications of EX-P, and two applications is definitely better than 1. Adds a little more shine, and ensures even coverage.
For the Nattys blue, I would spit-shine the two coats which allows you to apply to coats of wax in one. For spitshining, apply a mlayer of Nattys to a panel but don't buff off the residue. Instead, spray over lightly with a fine spray of a quick detailer spray. Then apply a second layer of Nattys over this fine spray, working it in with light to no pressure until the fine spray of QD has gone and your left with a haze of wax as normal. A PC really helps with this stage, use a finishing pad like the Sonus DAS blue. Then buff off the residue - this will give a slightly more reflective shine, and adds a new dimiension to the looks from a wax.