As for the lists, it is just an area of ram labeled L1-6. It is convenient to use these areas as lists, however because of how large they are and the fact that in any other case it's called a list. You access it the same way you would for other parts of ram, for example if you wanted to access the its 13^th byte (you can choose whether to space the items in your list one or two bytes apart, based on whether you need numbers from 0-255 or 0-65535), your syntax would be L1+12 (or 24 if you are using two byte spacing). Be careful when using more than L1 for the reasons explained below however, because some of those areas of ram are used for system things. Refer to the image below, taken from the axe command list.
   As for your sprites, hex codes only are accepted by axe in powers of 16, that I can tell. You can make icons for your programs that are 16x16 and 64 hex characters long, and you can make 8x8 sprites for the Pt-On(, Pt-Off(, and Pt-Change( that are each 16 hex characters long. As far as I know, your best bet is to display multiple sprites right next to each other. It's what I've always done... (did you know that you can store sprites from Pic00000 to PicFFFFF?)

So I work in Axe, obviously (otherwise I would have put this in basic or some other topic), and I want to make large games. The main limitation I run into most of the time is that I don't seem to have enough non-final -- or for lack of a better word, dynamic -- variables. Does anybody have any ideas/solutions to this problem? I already know about A-Z, theta, and r₁-r₆, but are there any that I don't know of? Nobody else seems to have this problem.

What kind of recommendations are you looking for? Expansions? Bug fixes? Also, if you ungrouped it, I would then be able to access it.