Hello compasser and welcome to the forum, glad to have you!
Some good questions you have there. Do you have your owner's manual? First, let me say it's always recommended that you follow the service/maintenance as outlined in your owner's manual. It does make it easier on you since you know when these things were last done.
As far as the oil, I don't know of different allowances being made for the weight of the oil in countries with colder climates, but there are others here who can give you their opinion on that. Yes, 5W-20 is the recommended oil for the Compass, but I don't see where 5W-30 is going to make much difference, it's thicker but not by that much, and since you don't have MDS, this shouldn't be a problem. Just stick to your maintenance and you should be fine. If you want to switch to synthetic, that is not a problem, either. It is a bit more expensive but it doesn't break down nearly as quickly as conventional oil, so the benefit, to me, is worth the little extra cost. It's just not advisable to switch back and forth between the two.
If your air filter is just dirty, no oil or anything, you can blow it out, but since those are not all that expensive, I say go ahead and replace it.
Spark plugs, if those are your original spark plugs and you have 65,700km on it, I would say time to replace those as well since you're well past the 30,000 service on the original plugs. Good to know they look clean, but after so long, you'll notice when you look at them that the gap between the electrode and the plug has gotten bigger, so just because they're clean doesn't tell you the whole story, they may just be worn.
Sorry for the long post, but hopefully this answered some of your questions and I'm sure others here will give you their advice as well, but sounds like you're on the right track anyway.
Feel free to ask if you need any more help and I hope you enjoy the site!
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My 2007 Jeep Compass Sport, Bright Silver Metallic, 26E, CVT II, Driver Convenience Group, Sunroof, Trailer Tow Prep Group, 4x2
1991 XJ Cherokee Sport 4X4 4.0 H/O I6
2008 Dodge Ram 1500 ST, SWB Reg Cab, Bright Silver Metallic, Trailer Tow Package
JEEP - Just Enjoy Everything, Period.....