1. No, you have to start a new game.
2. Hmmm not sure. I think it will still work, though I haven't tried. You may get some weirdness here.
3. They will "stack". So the costs, and damage will add together.
4. The Stardock team is still hammering out how to moderate all the mods (So we dont just get a million mods of crap). So nothing is getting approved just yet.
Just make sure if you're modding to not actually modify the original files. You can always re-install, but I've found that things get real funky when you start messing with those files. Always create a new xml file (the filename doesn't matter, it's whats inside that does) when modding.
Have fun fellow masochist!