Help needed in understanding MOSFET datasheet
Will AOD510 have less RDS(on) @ 2.5V then AO4402, since its RDS(on) @ 4.5V is lower ?


No. At 2.5V it is not specified to be "on". You can check the Rdson vs Vgs graphs:

AO4402:



AOD510:



At 3.3V you can't really be sure that AOD510 is on. At 3.3V Rdson of AO4402 should be in the ballpark of 5~7mR.

At steady state on Power dissipation should be less than 2Aˆ2 * 0.010R, so quite ok. If you are using PWM the losses are worse because you spend more time on the linear state, but as long as you dont use some ridiculously high gate resistor you should be fine.