1 - Changing the supply voltage is necessary to change the value of some component?
Yes. At the minimum, the LED current limit resistor and all the low voltage detection.
2 - Can I use discrete components instead of SMD (for capacitors and resistors)?
Yes, but if you are doing SMD for the ICs (which is the only option) then resistors and caps aren't too hard in 0805 packages.
3 - Using linear DC power supply with common transformer , there would be a noise problem that would hamper the performance of the circuit?
Absolutely. It will run for 10 hours with a battery, why do you need to use AC power? The noise on a circuit this sensitive will most certainly be a problem unless you filter very well.
4 - If this problem ( burden voltage ) is already well known , because the manufacturers no longer incorporate a circuit like this in their multimeters?
It is impossible to have this circuit accurate and protected.