Hello,
1) you want the last key doesn't ease with the first one ? In this case you should disable loop of the animation, for the whole animation (the loop icon next to the play pause button) or per track by selecting a track and disable wrap.
2) Ah yes in Blender they use frames, this unit can also be used in pixelover but this doesn't change the length value, it's a point of improvement indeed.
3) No there was some limitation which prevented to be added on material level, but of course it could be very useful, this will need to be review to be added in a future update.
4) Yes, by editing the material directly in pixelover, you can check this tutorial to do so : Material editing - PixelOver Manual
Don't apologize for this, feedbacks are always useful, thank you!