Ok. I'll continue talking to myself here:
I solved problem 1-3 prgrammatically.
Problem 4 is the big issue (as the Subject of the thread says)
I figured out that I had to set the EditorWysiwygModeCss property for the css to have an impact on the content of the editor (is this a new feature or am I really confused here?), hovever the main problem still remain: If I use UseRelativeLinks="true" everything is nice but if I use UseRelativeLinks="false" all my inline css is stripped away from the editor.