Is there a log file created that we can have written/saved to a folder of our choice for troubleshooting purposes? Something that shows when it ran, how many records it loaded, how many failed, and why?

Yes, you can create a record level log to capture the status (Success, Error, Warning, or Skip) for each transferred record. You can have any number of record-level logs in the dataflow. Each record level log will capture the status of the records in the object that it is connected to. You can also export its data afterward for troubleshooting purposes.