Absolutely.
Most people who cross into Xaos don’t come back across the Ward, but if they do, it’s usually pretty close to where they went in. The Plektoi also have some other scents to follow, of people expected to be in the Rim.
Not sure. 
I’ll answer the question as and when I am.
Absolutely–very enjoyable and enlightening reads. And you will have data to work with, just not a remotely accurate or comprehensive Hegemony-wide budget.
There are moneylenders at just about every scale, including highborn Karagond ones who lend to the Thaumatarchy itself. Mostly they’ll be Syntechnia merchants, as they’re the ones who accumulate tradeable capital. Paper money doesn’t exist; the Syntechnia knotwork-and-seal system (plus written contracts for complex deals) allows traders to settle accounts without shifting massive amounts of coin.
You’re right that revolutions offer a chance to make some things more legible, and you’ll have the option to continue the Hegemony’s evolution in that direction (which will potentially help empire-building MCs extend their reach, at the cost of further alienating the yeomanry and rural aristocracy). Whether that can offset the decrease in legibility that follows the breakup of a continent-spanning empire into warring factions, though… I’m still skeptical.
No, I don’t think so. Air rifles are a useful anti-Theurge weapon, but as far as I can see, artillery isn’t; and if you want to bring a wall down in the gameworld, you use Theurgy.
A Great Leap Forward! You can consult @idonotlikeusernames.
Can you say more about what you mean by that distinction? What would it look like to “make a free territory” out of an empire like the Hegemony?
That will of course be possible, even likely. I like that trope too.
That said, I don’t want a game in which all the outcomes are varieties of awful, and “Killing fewer people than the Hegemony,” while not entirely straightforward, is also not the highest of bars to clear.