Had my 2015 X3 30d Msport for a while now and can answer the following for you:
1. No downside to using ECO-PRO anytime.
2. Although I've not tried, I believe this only works if you pull the left paddle shifter AFTER depressing the throttle all the way down i.e. activating kickdown first.
3. Can't assist with this one I'm afraid - but I suspect it will be expensive if it is possible.
4. Definitely can't assist with this one - not a road I frequently use LOL.
5. Mine does this - always have to switch off then on again to activate - it may be to prevent damage in really cold weather.
6. On my UK spec car this definitely works in both directions. Also can remotely open and close the tailgate from the fob. I believe this is a regional coding issue to comply with local laws.
Hope I've been of some help, but I'm sure there are others out there who will know more.
All the best and enjoy your ride