a) IMO Caelum is a perfect nation to take a combat pretender, and the Vampire Queen makes an excellent choice. Because Caelum gets 120 essentially "free" design points from cold 3, they can afford pumping up the VQ's magic more easily than other nations. You might also consider the Ghost King, because of the synergies with ghosts and cold, or a Son of Neifel. Free troops are always nice
b) Scales are largely a matter of preference, but order 3 prod 1 cold 3 would certainly work fine (as soon as the next patch is out). I wouldn't use drain though - one of Caelums advantages is that their mages can all use Quickness, and quickened mages would exhaust themselves really, er, quickly, under a drain scale. There's no advantage to fire 3 per se - the bug flip-flopped Caelums temperature preference from cold 3 to heat 3 - but if you were to use heat 3, all your ice armors would melt. Wait for the patch to play Caelum.
c) Caslte choice may depend on how you intend to play them - I'll just say that I find myself taking the 40 admin castle for almost everybody, almost all the time.
d) If you're taking provinces with minimal losses, then I'd say you've already found a troop mix that works for you
e) I personally never attack on the 1st turn, the risk just seems too great. I don't wanna be carved up by knights/longbows or something just because I picked the wrong province. That kind of thing can set you back a long way...