1) Yes that would be nice, but only if you can switch it on and off - cos sometimes it does my head in!
2) In http://forums.purebasic.com/german/viewtopic.php?t=4566
ts-soft wrote a widget for searching MSDN from the IDE - it could easily be adapted to search this forum instead.
4) Use a project file, add all the included sources to the project file and set "Input source file:" in the compiler options for the project to the main source file. Then you can compile the main source from any member source in the project. See "Help\The PureBasic IDE\Managing projects".