I am certain that Ragavan would lose it’s exile ability and it’s token making ability if you cast dress down after Ragavan, Nimble Pilferer enters the battlefield. As for how it effects dash I admittedly am not a judge, but I looked up the rules on the dash mechanic:
702.109a Dash represents three abilities: two static abilities that function while the card with dash is on the stack, one of which may create a delayed triggered ability, and a static ability that functions while the object with dash is on the battlefield. “Dash [cost]” means “You may cast this card by paying [cost] rather than its mana cost,” “If this spell’s dash cost was paid, return the permanent this spell becomes to its owner’s hand at the beginning of the next end step,” and “As long as this permanent’s dash cost was paid, it has haste.” Casting a spell for its dash cost follows the rules for paying alternative costs in rules 601.2b and 601.2f–h.
On the question of if Ragavan loses haste to dress down, I think it does. I’m am pretty sure the “as long as this permanent’s dash cost was paid, it has haste” is a static ability that the dashed creature gains and dress down should remove its ability to check to see if its own dash cost has been payed.
I am also reasonably certain a dashed Ragavan would still return itself to it’s owner’s hand because it is a delayed triggered ability and not a static ability given to the creature. If it was a static ability given to Ragaven it would be worded more like “as long as this permanent’s dash cost was paid, it has return this card to its owner’s hand at the beginning of the next end step.”
If anyone who is more knowledgeable about this thinks I interpreted the rules wrong, feel free to correct me.
Ragavan does lose his triggered ability that triggers on combat damage, and he also doesn't have the haste from Dash. The reason why he doesn't have haste here despite entering the battlefield after Dress Down is surprisingly a tad complex and involves layers and dependency. The part of Dash that gives haste is a static ability that functions on the battlefield: “As long as this permanent’s dash cost was paid, it has haste.” Both it and Dress Down's ability apply in layer 6, where ability-adding and ability-removing happens. Most of the time, you would apply effects in timestamp order to figure out if the creature has an ability or not, but here, there is what's called a dependency (see rule 613.8): applying Dress Down's effect first makes it so that Ragavan's static ability is lost and thus doesn't give him haste, so it is always applied that way, even if Ragavan has a later timestamp.
Ragavan will still be returned to his owner's hand at the end step, because that is a delayed triggered ability that's set up by Dash while the creature spell is on the stack. It's not an ability that the Ragavan permanent has, it's external to it and is set to happen no matter what Ragavan becomes, provided he doesn't leave the battlefield in another manner before that.
I'm a former judge (lapsed), who keeps up to date on rules and policy. Keep in mind that judges' answers aren't necessarily more valid than those of people who aren't judges; what matters is we can quote the rules to back up our answers. When in doubt, ask for such quotes.