[Mobhack]

For 1) - if you have unit path displayed then most of the map will be greyed outside of the hexes a unit can motor to.
So its better to play with move radius off - it is really only for learners IMHO, like stabilisers on a kids bike. You will soon get to know what things can goto, once you have played a bit.
Preferences screen-> Move Radius.

In addition, some players think the map shows more clearly without the hex grid overlay being displayed. Press the Full Stop key (.) to toggle the display of the hexes in game or Preferences->Hex Grid.

2) Of course. The only guaranteed opfire shots you give to a unit are those shots left to the unit when you hit end turn. Unlike the original game, units may (depending on experience, suppression etc.) self-generate opfire shots even if they have zero on the clock - thus reducing the old trick of teasing out the tiger's opfires with Jeeps and so on - those so generated are not guaranteed.
Leave a unit with remaining shots should you think it will need them.

3) They can and will occasionally rally and turn on nearby units. However unlike the original game, routers within 1 hex may also surrender to enemy units. So sometimes charging a scout car into the middle of a mass of routed grunts sweeps up loads of POWs, other times someone gets irritated by the nearby unit.

4) Misc tab, also Preferences->Message Delay.