Iroh, Grand Lotus

Mana from firebending abilities isn't lost until you leave combat and go to your second main phase. It can be used at any time during combat, even after combat damage has been dealt.

"Firebending N" is a keyword that represents the ability "Whenever this creature attacks, add N {R}. Until end of combat, you don't lose this mana as steps end."

Firebending abilities aren't mana abilities. They use the stack and can be responded to.

Any other mana you add during combat will still be lost as normal when moving between steps of combat.

"Flashback [cost]" means "You may cast this card from your graveyard by paying [cost] rather than paying its mana cost" and "If the flashback cost was paid, exile this card instead of putting it anywhere else any time it would leave the stack."

A spell cast using flashback will always be exiled afterward, whether it resolves, is countered, or leaves the stack in some other way.