MR as of 8-20-19 has an update which I installed. I noticed in reading about it that there is no mention of .ESD just .WIM. I clicked the large question mark and entered this in search.
MCT made this system as .ESD so why is all in MR .WIM?
Also, should I update the rescue media as well as MR?
Microsoft is the only one that used ESD as far as I'm aware of.
ESD is simply a compressed version of WIM to reduce download size. Content is identical so which you got doesn't matter since once installed the end result is the same.
I'm still using rescue media at the shop I made in 2017. It's 32 bit and works on everything I've tried it on. Since all I use it for is to restore a backup image or occasionally fix a boot problem, I don't see any need for a newer one. If I have problems, it takes me 5 minutes to make a new one so it's not a concern.