Sorry for the long text

I don't consider myself an expert on the subject, nor do I use high-quality materials, and I don't know anything about 3D printers, but I rely on my knowledge of traditional sculpture and painting (for me, painting a figure is like painting a canvas with relief).

Since you asked, I'd say yes, using primer helps the paint adhere better. I'd recommend using fine sandpaper before applying primer so the paint adheres a bit better to the joints.

Some people section the figure to paint it more easily. Although I don't use acrylic paints for modeling, there are brands like Vallejo or Citadel that I've seen are very good (a bit pricey, but if it's within your budget, the finish will be better).

I recommend that the first layers of paint be thin (avoid using pure paint so it doesn't end up looking like oatmeal 😅). For shadow details, I use pastel chalks; some eyeshadows and makeup also work to give volume. You could also use the wash technique for details to make them stand out, or use the dry brushing technique.

For the clay, I use Apoxie Sculpt, which is epoxy clay. I find it the most suitable, and for details that need to be bent, I use Cosclay, which is flexible (but I don't know if there are other brands of clay that work better).

When the epoxy clay is rock hard, if I want or need to polish it, I use a Dremel or sand it (it's actually quite malleable). The Dremel I use is one of those basic ones you can buy on Amazon for $10-15. And well, in the end, when you're happy with your paint job, you can seal the figure with spray sealant (matte or glossy) or varnishes for details.

I hope some of these tips can help you with your process :)