In fact, I don't know where and how to make explicit feature requests.
Here. You can add a new issue stating for a feature request.
Because lazarusIDE is too complicated for me. So, if I solve this problem, we will only create another better "fpcupdeluxe", rather than integrating the functionality into the LazarusIDE.
Yes, you made your point (several times now)
BTW: do note that by making such feature request that, while there are good alternatives, adding such a feature takes time and since time for most developers is scarce it might take a while in case such request is accepted and/or full-filled. At least when denied such request will contain the arguments as of why.