What's the difference with "allan" and "ma's"? Are they interchangeable?
They mean the same but you'll hear "allan" in the North and "mas" in the South.
Allan is used on all the signs to say exit in the south. Do we only use it in that scenario down here?
I live in North Wales so can't say for sure, but based on TV dramas set in the south, it would seem that "ma's" is usual in speech. It may be that "allan" is considered more formal in the south and therefore used in writing and for signs.
"Dach" would be standard spoken northern Welsh. "Dych" would be standard southern Welsh. It's not slang, it's the way people speak or write informally. If you want to use the language and not sound like a book, these are the forms you should use.