No. None of the Realme models comes with earphone. Realme X standard box packaging includes Realme X mobile, USB Type C Cable, Power Adapter, SIM Ejector tool, Protective case, and a user guide.
Yes, Realme X does have a 3.5 mm headphone jack.
Yes, Realme X does have the support for OTG.
No. Realme X does not have the notification light but it does have the Always-On display - so you can get notifications via it.