You have raised the typical mistakes by the beginner of the quantum mechanics. Consider the most general total time dependent wave function is
$$\Psi(x,t)=\sum\limits_n c_n \psi_n(x) \exp\left(-\frac{iE_nt}{\hbar}\right)$$
(a) Never write $\psi_n^*(x) \psi_n(x) = \psi_n^2(x) $
The correct equation is $\psi_n^*(x) \psi_n(x) = |\psi_n(x)|^2$. Since the $\psi_n(x)$ is in general complex number. For a general complex number $(a+bi)$, these two different equations will evaluated to
$$(a+bi)^2=(a^2-b^2)+2abi$$
$$|a+bi|^2 =\sqrt{a^2+b^2}$$
respectively, where the first one is complex number and the second is always real.
(b) The general total time dependent probability density is
$$P(x,t) = |\Psi(x,t)|^2 = \Psi^*(x,t) \Psi(x,t)$$
which gives the probability of any point in the position space and it is cleary more general than $\psi_m^*(x,t) \psi_n(x,t)$ which only includes particular eigenstate. Indeed, $P(x,t)$ defined is the most general probability with spatial component only. Since the completeness property of the wavefunction implies that all wave function can always be written as the Eq (1).
(c) For the explicit form of the total probability, first rewrite the complex conjugate of Eq (1) as
$$\Psi^*(x,t)=\sum_m c_m^* \psi_m^*(x) \exp\left(\frac{iE_mt}{\hbar}\right)$$
The index is changed here for clarity. As explained above, the total probability density is
$$P(x,t)=\Psi^*(x,t)\Psi(x,t)=\sum_m \sum_n c_m^* c_n\psi_m^*(x)\psi_n(x) \exp\left(\frac{i(E_m-E_n)t}{\hbar}\right)$$
The exponential term cannot be cancelled in general. Note that there are two summation over two indexes $m$ and $n$. If the wavefunction $\psi(x,t)$ have finite, say $N$, non-zero $c_n$, then there are total $N^2$ terms being summed in $P(x,t)$.
(d) The total probability over the whole space is
$$\int P(x,t) dx = \sum_m \sum_n c_m^* c_n \exp\left(\frac{i(E_m-E_n)t}{\hbar}\right) \int \psi_m^*(x)\psi_n(x) dx$$
where $\int \psi_m^*(x)\psi_n(x) dx = \delta_{nm}$ is the Kronecker delta function due to the orthonormality of the wavefunction, so
$$\int P(x,t) dx = \sum\limits_n c_n^* c_n = \sum_n |c_n|^2$$
In this case, all the term with $n \ne m$ are zero so only the "diagonal" term remains. For $n=m$, we have $\exp(i(E_n-E_n)t/\hbar) = 1$ and so the result. This integral gives the normalization criteria and its value must be equal to 1:
$$\sum_n |c_n|^2=1$$
Also, once the normalization constant is found, the total probability is always 1 and independent of time which means the probability of wavefunction is conserved.