Freehand allows you to include the FH file in the EPS file when you choose the 'Save As' item. You may find it useful if you want to reuse the file under FH at a later date. The main problem is the size of the EPS file. You may want saving instead as two files, one EPS and one FH.
There is a bug in ATM 4.0 which prevents to display correctly the file when you choose "convert to paths". The only work around is to downgrade to ATM 3.02. The problem only happens with FH 5.5, and not 5.0.
It seems the file is printed correctly.
Version 7 of Freehand for the Macintosh can import DXF files. It can't however export to DXF or even WMF. You would have to use a third-party program to do that.