1. those files don't need to be project members, really only c# code and .aspx and .ascx (ie things that must be compiled) need to be project members. static files don't need to be. we use post build events to copy those script files where they need to go and we have modified the xml of the .csproj files such that they are included in publish without needing to be project members. Sometimes VS has a mind of its own and makes files project members behind the scenes even when not intended to be, but it doesn't matter if the sql scripts are or are or or not project members.
2. that is just house keeping, those files are gone now
3. I'd probably pick the one from WebStore
4. Only things from appSettings can go in user.config, anything else must be maintained in the Web.config of the Web project which I realize is not ideal since that file is under source control but I have no solution to offer, that is just how it is. Maybe keep a copy of the file with your modifications elsewhere in case you need to revert the file during updates from the repo and then restore your customizations.