1. Dunno
2. You need a switch trigger. Use the forum search function to find lots of threads, there's a tute too. When the switch trigger fires, the loon gets a waypoint which makes him go into the house. In the waypoint give him addmagazine and addweapon commands. Then another waypoint outside the house.
3. If you look in the waypoint and put his speed to full, that might help.
4. Waypoints. Lots of waypoints.
5. Switch triggers. A line like this might also come in handy
civvy1 doMove getpos loon1
6. Don't understand the question. You can have as many markers on a map as you like. There is an marker addon somewhere which allows more marker types, I think it's here at OFPEC but not sure.
7. Bullets are supersonic, so if one is going to hit you you can't hear it. If the range is so long that the bullet has gone subsonic then the transition through the sound barrier means it's not likely to hit you. Unless it was aimed at somebody else of course .... I suspect you could do both of these things but it would be very hard work. You'd have to "catch" the bullet as it was fired, calculate the postition of the target's head, new path for the bullet .... very very messy, if indeed it would work.