I know the answer is going to be “render” but I was wondering if there’s a built in feature that permanently applies transpose and finetune parameters to the sample itself?

You want to transpose a sample permanently, but render and the options on the left are not an option? I do not understand your question at all 
the red box on the left that you’ve drawn, does that for every sample individually…
Please explain a bit, or even better - give an example of how you do it in the other daw/sampler 
Thanks
TBH I might be overthinking it so let’s leave it be as is and I’ll just simply render it. 