For example, can I connect the Festool vacuum to my DeWalt sander (I understand connections might be an issue).

With regard to this part of your question, yes, you can connect the Festool hose to your DeWalt sander, using one or more adapters sold by DeWalt. Assuming your sander is a newer model and has the proprietary DeWalt dust port, you need DeWalt part number DWV9000. If your sander is older and has the generic tapering type port that every manufacturer used years ago, you will additionally need a second adapter, also made by DeWalt (which will couple to most of those old style ports regardless of make, not just DeWalt). See this post for more detail: https://sawmillcreek.org/showthread....t=#post3147916