I don’t use AI so I can’t help with those specifics, but the reason the 2019 and the names are linked and the hats are separate is (most likely) because the hats are raster, and the rest are vector. Which also means you’re going to want to create an outline to cut them all out.
In the GFUI the cut/engrave/score won’t show up until you’ve chosen a material - you don’t have to use that material, but if you want to play without cutting just grab one at random.
You’re going to want to do some sort of combining, because right now the engraving of the hats will roll over each other and you’ll probably end up engraving all the way through - but someone who uses AI will show up shortly to give advice on those commands!
This will help with the outline creation - and be sure to read the comment by @pubultrastar because there are some extra helpful bits there: