If I use the Y cable ( TRS to two TS), to connect an Exp pedal and the Boss FS-5U simultaneously, do the Boss switch will operate like the regular third switch of the Factor's pedals? Do it will provide automatically the corresponding function found on the Factor Pedals? Is it the same for the Exp pedal?

If you connect an aux switch, it won't automatically start acting like the 3rd foot switch on a Factor pedal, but you can configure it to do this.  There's a configuration screen in H9 Control dedicated to aux switch mappings where you can map a particular aux switch to a particular pedal function.  You'd want to map the aux switch to the "Performance switch" option.  You can also configure this on the H9 in the system settings screen.

With the latest H9 upgrade, is the Harpeggiator now in sync with the Global Tempo or with MIDI Clock?

What problem are you referring to with regard to the Harpeggiator?  There weren't any specific changes to the Harpeggiator in the last release.  It can track a MIDI Clock just as it always has been able to, but it doesn't respond to MIDI start or stop messages which some people have asked for.  The Harpeggiator also listens to MIDI Clock messages directly whereas other algorithms use the filtered, stabilized MIDI Clock values.  This means that the Harpeggiator won't work well with unstable MIDI Clock values, and DAWs on computers always produce unstable MIDI Clock values whereas drum machines and other dedicated hardware typically produce fairly stable MIDI Clock values.  There are devices you can connect to a computer to stabilize the values being generated by a DAW.

For the rest, all the algorithms of the pedal are inside the H9 MAX, right? 

Yes.