A quick search of the forum area would have found you almost all of your answers but I'm not a stickler for RTFM so I'll answer it al l here for you.
1 - Splash image - make sure it is a 640x480 png file and then you can browse with your file manager to /etc/remastersys/isolinux/splash.png to make sure it is the one you wanted.
2 - Setting default session for lightdm:
Wrong usage of the command
lightdm-set-defaults [OPTION...] - set lightdm default values
-h, --help Show help options
-d, --debug Enable debugging
-k, --keep-old Only update if no default already set
-r, --remove Remove default value if it's the current one
-s, --session Set default session
-g, --greeter Set default greeter
-a, --autologin Set autologin user
-i, --hide-users Set greeter-hide-users to true or false
-m, --show-manual-login Set show-manual-login to true or false
-l, --allow-guest Set allow-guest to true or false
so you would do:
sudo /usr/lib/lightdm/lightdm-set-defaults -s XFCE <---that is if the /usr/share/xsessions/XFCE.desktop session is the one you want.
What you need to do is look in /usr/share/xsessions/ for the .desktop file that you want to use as your default and just remove the .desktop from the name when you set it for lightdm
3 - when you fix #2 it will fix #3 as they are the same issue.
Glad you like remastersys!