Well be sure you tightened the lock nuts and axle nut correctly Should not be that bad.
Yes replace all 3 at same time.
DID is what Yamaha used stock and is a great brand. 525 is the size. 520 is lighter but may sacrifice longevity. 530 is best durability but kinda heavy.....less performance.
I'd say stick 525, they got that right.
Sprockets stick ratio is 16/46 front/rear. -1 up front u can keep same chain length (122 links). Will increase off line acceleration. But sacrifice fuel economy and turn more RPMs. Add +1 or +2 in the back and I hear it's one fun machine. But same applies for the mileage.
If u go on long cruises, stick with stock or -2 out back.
Available ratios are not unlimited. Only ever seen 15/16/17 front and like 5/6 different rears.
Lots different good quality companies. I myself am doing a Sunday stock replacement front. And a steel Vortex rear.
Oh and rear, either aluminum for lightness but fewer miles out of them......or.....steel for more reliability. Supersprox Stealth.....steel teeth on aluminum center = best of both but cost more
Hope this helps