Ad 1
the Init() function of the script which creates menu items also can assign
shortcuts, e.g.:

addMenuItem("menu_label", "main_menu_label", "function_name","Ctrl+Alt+S");

Simple adding HTML comment tags can also be done via clips, which can also have
shortcuts assigned in the clip definition files. e.g.
PSPad_foldef\Context\HTML.def

example of the format:
[i_ | italics <i></i>]*CTRL+I
<i>ยง|</i>


Ad 2 
there are some workarounds and some script replacements, see:

http://forum.pspad.com/read.php?2,12797#msg-12805

Ad 3
AFAIK, there is no possibility to select multiple files at once, you can however
open all file of the folder via "Open Folder Files" in the context menu.

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