(1)When changing from old to new passport can this be done at any Immigration office or only at the one in the area where you have an address ? (2)Is the embassy letter needed if you  arrived here visa exempt instead of a visa?My embassy said as I arrived on a visa exempt and have been on extensions ever since they are not sure if the letter is needed.

i think you should do it where you are living or where you got your extension or any other stamps. so its better if you use your last immigration. safety first ????

 

its always a good idea to have that letter for many reasons

 

good luck