Does your flash drive have an actual install of Ubuntu or is it just a Live CD on a flash drive. If it is an install and you have Grub2 installed to the MBR of the flash drive, you could find the /boot/grub/grub.cfg file and put menuentries there and boot the iso files directly from a partition on the flash drive. You can then use them as Live Cd's and also as installers. The link below explains the basic process. I would start by reading through it.
https://help.ubuntu.com/community/Grub2/ISOBoot
I've been making multiboot flash drives for years. I don't know anything about the software you mention, never used any of them. I think all the versions of Ubuntu you mention can be booted directly from an iso, if that's what you want.
As far as editing, if you mean replacing an iso on the flash drive with another or just adding one, yes you can do that and simply modify the grub.cfg file appropriately. You can store files either by creating a persistent partition and you could probably create an additional data partition. With a 32GB drive, it might be easier to install Ubuntu and then put the iso files of other releases in a directory or separate partition on the flash drive and boot from the install Ubuntu Grub.
If you mean the software you mention above to create multi-boot, their sites are the best source of info for that. If you mean booting an iso file directly, most of the major Ubuntu derivatives will work as will a number of others.
You can boot a windows 10 iso from Grub2 but only after it has been extracted and copied to an ntfs partition on the flash drive and the partition is marked as active/bootable. I just did this today and it was a real pain to get working, for me at least. I don't know anything about EFI.
If you have any specifics questions, post back.
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