I can't answer all of your questions but I can share my experience and opinions.
First I must say the 124gr +P Gold Dot is my first and only choice for a carry round. I have water tested nearly all the top hollow point designs and read countless articles and books on this subject and have more confidince in the Gold Dot bullet. BTW I used to work for an armored company that issued Gold Dot ammo and also had a training video from the manufacture. It's performance in many different situations is impressive.
The +P will of course perform better because of the increased velocity, and when carried in a sub-compact I feel should be the only choice. As far as training with Gold Dot's I would only shoot enough of the ammo to prove reliable in my gun of choice then practice with less expensive ammo. You can practice a lot more when shooting a cheaper load. If you are worried about duplicating the recoil of your carry load then your have nothing to worry about. If you have to use a firearm is a stressflul situation (life or death) trust me, you will not notice the different. In fact I used to do most of my practice with a .22 that mimics the grip and controls of my primary weapon, I would fire 500rnds per week through the .22 and follow this up with an additional 100-200rnds through the primary gun. This may sound a little strange but I have won handgun competitions with this strategy. I feel the biggest obstacle to overcome is noise, not the recoil. When firing this much .22 ammo then moving to the larger caliber the skill, comfort and confidence stay within me, not with the different weapon.
The final decision is yours and you must be confident in YOUR decision. I hope I did not step on any toes here but again this is just some of my opinions. Good luck, stay prepared and stay safe.