What is the oldest WWWF (or whatever) footage you can recall seeing on a DVD? Either as a short clip, or a full match?
Well the short clip from their (former) opening montage is the oldest existing footage of wrestling, and I believe Karl Stern mentioned it was shot by Edison and just recently discovered and reconstructed. The clip as you see it is all there is. As far as more "modern" stuff goes, there's tons available on YouTube, most famously the Caddock/Stecher match which was the previous champion of oldest surviving footage. After that, there was tons of cheapie black-and-white compilation tapes of the 50s and 60s you could buy in the Wal-Marts and such while VHS was still a thing. I saw quite a few good Sammy Steamboat and Argentino Rocca matches on those, in fact. I think it was stuff taken from the DuMont shows, but I could be totally wrong on that.
Does any footage from the company's days as Capitol Wrestling Corporation exist?
It was all taped over or lost, as far as I know. Certainly there's almost zero footage of Bruno's first title reign because they didn't really start saving tapes until the 70s, because otherwise you would have seen it all released in some form by now.
Also; in this opening what era/federation is the very first bit of footage (during the "Yes sir, we promised you a great match" voiceover)?
As noted, that would be two nameless guys shot by Thomas Edison in what would have to be the late 1800s.