Q1) Are the jetpacks on Kamino Escape and Final Battle interchangeable? Like do the pegs fit the holes and vice versa?
I'm only speaking for mine, but the peg on the Final Battle backpack is slightly larger than the one on the KE version, and as such, the FB backpack won't fit in the KE back (hole is too small), and consequently, the KE backpack won't fit on the FB back (hole is too big).
Again, this could be just my version of the figures that are incompatible with one another, but someone else might have a different experience.
Q2) Is the jetpack on the Sneak Preview version removable and if so, is it interchangeable with Final Battle?
The answer to the first part (is the SP backpack removable) is yes, it comes right off, and it appears to be the exact same sculpt as the one included with Boba Fett (Kamino Escape). I have never tried the second part, so maybe someone else can help you out with that part.
Hope that some of this helps!