Hi!
I have a question: do different types of belts connect? For example, if I install a basic underground belt and a fast underground belt, will they connect?
Or do I need to somehow specify all possible connection options in the settings, like this?

underground-belt:transport-belt:fast-transport-belt

Theoretically feasible, but your syntax is incorrect.

Generally, connect conveyor belts of the same type to each other. (Note that the latter two conveyor belts refer to the same object, with an item name and an entity name respectively.)

underground-belt (entity name of underground belt):transport-belt (item name of conveyor belt):transport-belt (entity name of conveyor belt)

Theoretically you can also write it like this (I haven't tested it):

underground-belt:fast-transport-belt:fast-transport-belt

This seems meaningless, because the transportation speed will be limited by the lowest-level conveyor belt

Yes, after thinking about it, I also realized that this behavior is incorrect, and in fact, yes, it is somewhat pointless, since the user usually sets the same belts.

Continuing with the questions:
Would it be better to move the list of "known" underground zones to the default list, which will already be in the file, and make it clearer in the settings to avoid bloating the list?

As I understand it, the belt connection logic only works when the underground belts are "exits," but if you simply place two underground belts (without belts, without an exit), the connection does not occur. Is it possible to make the connection work simply by building two adjacent underground belts? An example is shown in the screenshot:

Is it possible to add a connection between belts opposite each other? Currently, the connection only works to the left or right of the installed belt, but it never works if the underground belt is placed opposite. These are not "exceptional cases," but rather when users use this option to see what's moving along the belt, and this happens quite often.

I don't see the point in adding an extra conveyor belt when the existing ones are misaligned. Even if we were to add one, which direction should it face? For these reasons, I won't be adopting this feedback of yours.
In addition, regarding the issue of having too many strings in the settings, I don't think anyone modifies them frequently. The default values are designed to let players check if the pipes or conveyor belts they want to add are already included in the list. Therefore, I won't be adopting this piece of feedback either.
Last but not least, I have implemented the feature for conveyor belts in a straight line, though I still don't think it's particularly meaningful.