1) Road markers appear when you click on a road segment, but if the road is too deformed (usually in mountains) it may be more problematic. There's a >> symbol next to one button in road maker that cycles through roads in current terrain tile (around 2.5km in width), but you need to have a road selected already.
2) Your changes are in the cache folder, you can delete it but it will also remove the default scenery. You can reinstall it and save the cache folder if you want to keep it.
3) Importer will be coming soon, we are currently working on it and fixing issues in new unstable branch
4) Can you provide eng.log from a session where you are tweaking the atmo settings?
5)6)7) Each one planned