In the log I saw entries like: Auth: OK! Binance connection method: 0, what does it mean?

This is service information, which means that you are currently using the “Original” connection method when connecting to the exchange. The method of connection to the exchange can be changed on the tab Settings-Special Engine Settings in the menu “Binance connection method”. The indexes in the log for the different connection methods are as follows:
“Original” = 0
“Method 2” = 1
“Method 3” = 2
“Method 4” = 3