The basics on how to handle profiles correctly when working with LAB colors?

Hello,
I need to incorporate several blocks of color into an InDesign document. I have the colors in a list as LAB values. The document will be printed, and I have the profile for the printer/paper combo we plan to use.
Would one of you be willing to walk me through the Working Space, Color Management Policies, and Assign/Convert Profile setings that I should use to get the best result?
And, specifically - assuming I am using the Color Panel - not swatches - to color in the blocks: What settings should I use inorder to allow me to rely on the provided "out-of-gamut" warning to alert me if I am attempting to use a color that won't print correctly?  I don't care if it is out-of-gamut for the purposes of my display - it is whether it is out-ouf-gamut for the purposes of printing that I want to know about.

Do the LAB colors look the same on the monitor regardless of which RGB
you are using? For example, if I switched from sRGB to Adobe RGB, would
the colors which had been specified in LAB still look the same?
Yes. But keep in mind using Lab doesn't let you get around having a well calibrated and profiled monitor. Lab is device independant so it doesn't have a profile, but in order to display it needs to be converted into your monitor's RGB space via your monitor profile, so the accuracy of your monitor profile is important if you are relying on the soft proof.
Is that what is called "Convert to Profile" in InDesign?
When you export to PDF you have the option to force all colors into one destination space (or not). In the Output tab of the Export dialog you can set your Destination to your printer's CMYK profile and the choose Convert to Destination as Color Conversion. That setting will convert your Lab colors to CMYK during the export. Convert to Profile... in the Edit menu let's you convert document RGB or CMYK colors from one RGB or CMYK space to another. It would have no effect on Lab colors.
Is the out-of-gamut warning only for CMYK?
Yes, it's using your document's CMYK space as the gamut
So if I specify a color using LAB which is out-of-gamut for the RGB
space I am using but in-gamut for my CMYK profile, I will NOT see a
warning?
Right. That would be unusual, but the Lab value for 100% cyan in your printer's CMYK space is likely out of gamut to any RGB space. But your destination is CMYK so that's the gamut you care about.

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