Hey and welcome to the forum. That is a nice looking map.
1. Grouping objects in your scene is not a smooth as most of us like it to be. For now you can create pivots, (via the objects tab on the right and select miscellaneous- >pivots). Since pivots are nothing more than 3d points, you can use them for grouping.
3. Transparent textures need to be set to DXT5 (double click on the tex file and select DXT5 in the compression field). Also, when you have created a material, make sure that for the shaders, you have selected a diffuse+alphamask shader.
4. If you send me the torch and everything that is attached, I will make you a script you can attach.
5. Currently, I don't think this is possible. Even if you go to the local app data folder, the zip file containing everything is password protected.
6. This would need to be scripted. Again this would be something I can help with, but it is highly depended on what kind of character controller script your are using. Let me know what you are currently trying to do gamewise and we can create something.