Title screen -> Learn to Play -> Tips and Tricks or binaries/data/mods/public/maps/tutorials/   The chevrons above the units' heads signify (from single to triple) basic, advanced and elite rank; they go along with increasing attack and HP values and decreasing gathering speeds. (Since this site's search function is phenomenally terrible I don't know if there's a good overview somewhere.)  

Here on Medium AI (on Very Hard I don't outcompete economy early game, but I play quite intuitively, no videos or tips to know optimal build order, for now at least).

Totally agree:

This game loads near instantly on an SSD which is great, but I can't read the loading screen tips in time. When units get arrows over their heads, are they "leveling up" (earning stat boosts) or is it just a cost:effectiveness indicator like in Zero-K?

yes sir!