Quick Tips: Consuming Feature Services with Geoprocessing explains the various techniques to do this.
The absolute easiest and shortest solution would be to:
Drag the feature service into ArcMap
Right click and Save as Layer file (LYR)
Run Copy Features on that LYR file:
You have two different questions here:
1) To save features from an ArcGIS Feature service you can query the service and then use the JSON To Features tool.
The most straightforward way to query a service in Python is using requests, which already comes with the ArcGIS Python installation. After querying the service you save a JSON file to your mahcine and ...
ESRI is great software, but, yes, be prepared to shell out a pretty penny. ESRI is a lot more user friendly and, in my opinion, when it comes to pretty maps, ESRI is on top. That being said, there are a few open source solutions out there that can compare to ESRI software. Some are easier to learn than others and some have a bit a steep learning curve.
ArcMap makes use of .style files, where ArcGIS Pro makes use of .stylx files. They are not interchangeable between the two products. Although you can import a .style from ArcMap into ArcGIS Pro.
There is also a .serverStyle file, that you guessed it, ArcGIS Server makes use of. I'm not 100% certain, but believe this file is only used in the ArcMap > ArcGIS ...
r'C:\\Users\\xyz\\AppData\\Roaming\\ESRI\\Desktop10.6\\ArcCatalog\\arcgis on domain(xyz.in)(admin)' is incorrect. When using a raw string you don't use double backslashes.
con = r'C:\Users\xyz\AppData\Roaming\ESRI\Desktop10.6\ArcCatalog\arcgis on domain(xyz.in)(admin)'
workspace = r'C:\Users\xyz\Documents\ArcGIS'
mapDoc = arcpy....