Mysql – What permissions do you need to take a thesql database backup via SSH

Use RMAN to back up to the network share. An export is NOT a true backup as you cannot perform a point-in-time recovery with it. XE comes with backup scripts that you can just schedule with AT or similar, the documentation says:

To schedule automatic backups, use any operating system or third party task scheduling software to run the supplied backup script for your platform

If you are running the database in archivelog mode, then the archived redo logs are your "continuous export", so you would ideally want to have those on seperate disks from the DBFs, and hopefully mirrored. RMAN will back those up too. As you say you have a single disk, well, this is a judgement call you will need to make - I would say if the data is valuable enough to back up, it is valuable enough to run on server-grade hardware.

You cannot restore a single filegroup to an earlier state, because that will leave the database in an inconsistent state.

You can restore a database one filegroup at a time. However, as long as a particular filegroup is not up to date with the PRIMARY filegroup, any access to a table that is stored (even in part) on that filegroup will cause the query to error out. Only after all filegroups are restored to the same level (meaning to the same "log sequence number") can the entire database be accessed.