#1
...the wonders of metal Rhythm Guitar.

Where should I start? What exercises, techniques, songs? Any advice?

Thanks.
#2
Fast alternate picking, down-strumming, single note lines, power chords, arpeggios (for the mellower parts)

There is a series of books on metal rhythm guitar from Troy Stetina. It has two parts and a book that focuses on thrash rhythms. They seem legit to me.

Here are some good bands to start learn songs from:
Metallica
Slayer
Black Sabbath
Iron Maiden
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#3
Stetina has good books on lead work too. The first thing I'd suggest is playing your bass riffs on the guitar. That will help you get accustomed to the scale/size and will be a lot of root notes for fleshing out chords.