You're going to love Sublime.
As far as I am aware, Zen Coding isn't working on ST2 yet, although I hear it's in the works.
To change the UI you can go to Preferences > Browse Packages which opens a finder window, and then to "Theme - Default" and make changes there. If you're looking to change anything in Sublime I would suggest looking in the Packages folder first.
And I'm not sure about number 3, it is something I am interested in too.