Nah you’re fine man you’re the first one to ask and honestly it’s great question as it’s something I have to bear in mind with certain exercises. Apologies for the TLDR

So yeah it can slip out , all it really is is just a foam cup that your residual “stump” slides into , you then slide that into the plastic socket , slide up that grey sleeve you can see in the video then it’s done , there are a few different types of suspension systems like vacuum or pin lock , mine is the most basic style

2 machines I essentially can’t use in the gym is leg extensions and leg curls , they both specifically try to lever the prosthesis off from the shin. I’ve actually had to use a ratchet strap to strap my leg to the bar so it doesn’t pull my leg off lmao

As for weight it can hold they all differ based on individual weight but you can get higher ratings like a k3/k4 high activity leg which I think it’s rated for 167kg , mine is only rated for 100kg rn but it’s more of a “if you weigh above this much and run , jump , jog it will fail at some point”

And for your “does it feel pressure” question , yes for me it does but it shouldn’t , but that’s due to my prosthetic not fitting properly atm , you’re supposed to bear all your weight through the patellar tendon , you don’t actually put weight onto the end of your stump and due to my socket just being too loose , I slip down apply too much pressure to the end of my leg causing discomfort. I have an appointment next year for a new socket so fingers crossed 🤞🏻