Can you send us a link of that video so we can understand what customization you’re looking for? Please check the date of the documentation/video that you’re referencing it might be outdated and the settings that you’re looking for is already removed.
The options you see in the Appearance > Customize > WooCommerce is native to Wordpress so even if you switch to a Wordpress default theme that ain’t going to change. Those are the only options you have in there.
PRO has the WooCommerce options under Pro > Theme Options > WooCommerce but I’m not sure if that is the settings that you’re looking for.
Regarding the error “Your theme (Pro) contains outdated copies of some WooCommerce template files.” please ignore that, the current WooCommerce version that is supported by the latest version of PRO and X is 3.6.2, and the WooCommerce template files that we have on the Theme is from that version, so you get that error but it should not do harm on your site. But if you want to get rid of that error please follow the guide below.
Fixing Outdated WooCommerce Templates
Hope it helps,