Zuko, Firebending Master

The experience counter goes on you, the player, not on Zuko. You will keep that counter even if Zuko, Firebending Master dies.

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."

All experience counters are identical, no matter how you got them. For example, the firebending ability will count experience counters that you got from the last ability, from another ability, from another copy of Zuko, Firebending Master, and so on.

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.