This paper studies Flag sequences for low-complexity delay-Doppler estimation by exploiting their distinctive peak-curtain ambiguity functions (AFs). Unlike the existing Flag sequence designs that are limited to prime lengths and periodic auto-AFs, we aim to design Flag sequence sets of arbitrary lengths with low (nontrivial) periodic/aperiodic auto- and cross-AFs. Since every Flag sequence consists of a Curtain sequence and a Peak sequence, we first investigate the algebraic design of Curtain sequence sets of arbitrary lengths. Our proposed design gives rise to novel Curtain sequence sets with ideal curtain auto-AFs and zero/near-zero cross-AFs within the delay-Doppler zone of operation. Leveraging these Curtain sequence sets, two optimization problems are formulated to minimize the weighted integrated masked sidelobe level (WImSL) of the Flag sequence set. Accelerated parallel partially majorization-minimization algorithms are proposed to jointly optimize the transmit Flag sequences and symmetric/asymmetric reference sequences stored in the receiver. Simulations demonstrate that our proposed Flag sequences lead to improved WImSL and peak-to-max-masked-sidelobe ratio compared with the existing Flag sequences. Additionally, our Flag sequences under the Flag method exhibit Mean Squared Errors that approach the Cramér-Rao lower bound and the sampling bound at high signal-to-noise power ratios.