At the first time, run the complete Dynare mod file, with your initial guessed parameters.
From the second time, use the following commands to update your parameters and to loop your simulation:
set_param_value(...);
[info, oo_, options_, M_, ] = stoch_simul(M_, options_, oo_, var_list_);
Do not loop the whole Dynare mod file each time. This is strongly discouraged. Also see:
In this way, the whole looping process will be very quick. I met the same issue before. You can trust me 
For other parts of your questions, please wait for Prof. Pfeifer’s comprehensive answer.