PokerTracker

If I understand correctly then effective stack based statistics changed with the new update. What should I use now instead of tourney_hand_summary.amt_p_effective_stack / tourney_blinds.amt_bb >= x ?

tourney_hand_player_statistics.amt_p_effective_stack - we now store that data per player, so it's actually based on how much money that individual player can lose rather than the shortest stack at the table. We expect that this will be much more useful to you now

Did I understand correctly, that I need to re-import all my hands in order to have effective stack based stats from the past on opponents?

That is correct.

Can you just export all your hands from PT4 and then re-import them?

Yes, that's fine, but you need to import to a new database. (If you re-import to the same database the hands will be rejected as duplicates so nothing will change.)

So this new HUD filtering by effective stack size can automatically display any stat (default or custom) by stack size on the HUD?
For example can I configure it to display Att to Steal stat in 3 groups of stack sizes: 25-20bb, 19-16bb, 15-1bb ?

No, what it does is show you their stats based on stack size given what their current stack is. Click Hud --> Edit Hud Options and you'll see the ranges on the General Settings -> General page. When their stack falls in the range on the left you'll see the values from the range selected in the drop down box next to it.