Don’t worry, you have the latest firmware (just confusing numbers). Also a firmware update of Nitrokey Pro is not possible.
I agree. It would really help us if you could suggest specific steps or aspects which helped you (and should be documented).
Nitrokey Pro has space for 3 RSA keys (encryption, signing, authentication) and one X.509 certificate. RSA keys can be used for both OpenPGP and X.509/PKCS#11. Now, for your existing key you should generate a Certificate Signing Request and send it to your CA. You can store the returned X.509 certificate into your Nitrokey Pro.