For the record, if you click Configure --> Statistics you can click on any stat and read the detailed description and it will explain in considerable detail how the stat is calculated.
To answer your specific questions: A steal is an open raise from the cutoff, button or small blind. An LP Steal does not include the SB hands in its calculation. So Call LP Steal is when you call an open from the button or cutoff. Call Steal includes calling in the BB when the SB Opens. I think Att to Steal LP vs Att to Steal is now obvious
A Call 2Bet is any call of the first raise. A cold call is specifically when you have no money in the pot. So if EP opens and you call on the button, you called cold. If you called in the SB or BB you did not. Also, limp/calls are not cold.
An Open is the first raise in the hand with no other players having entered. A 2Bet is the first raise whether or not other players have entered. So for 6max an EP Open and EP 2Bet are going to be identical - there can't be any previous limpers. Similarly for MP the numbers are going to be very close - that's why we only used the open/2bet difference for late positions and the blinds.
A probe bet is a bet out of position after the person who could have cbet the prior street failed to do so. A float bet is a bet in position after the player who could have cbet that street did not do so.
PFR - Legacy uses the number of hands as the opportunity value. With the regular PFR in PT4 we now use the hands that you could have actually raised as the opportunity - this gives us a more accurate value. If someone open shoves in front of you and you can only call or fold, PFR should not go down as a result.
The lack of Call vs Button Open was an accidental oversight on our part and we will get it added.