So I've heard that if you join and finish the Loner/Bandit war, the Duty/Freedom war becomes problematic as Loners take over some points that Duty/Freedom want. So is the reverse true? Will I have to face my former Freedom comrades if I do that war first and the Loner/Bandit war second?

Also, I have just left the swamps and Sidorovich wants me to get the case from Khaletskij who is held by Valerian. Does solving that mission automatically lead into joining Loners, or can I get the case, go to Freedom and win the war for them, and then come back and help the Loners?

You do not automatically join the loners. Some of them will become friendlier (green on PDA map, better barter) but you will not join them unless you choose that option through dialogue. Completing the task is worth it for the better prices.

I haven't really played faction wars so i cant offer opinions. I did experience taking a job for freedom and they wanted a checkpoint held by loners, so i ignored it. I wonder if it's possible to talk to the quest giver and cancel the task. I'm pretty certain that attacking loners would severly hurt relations if not trigger a war outright.