CC3+ allows you to select by lots of different criteria, such as the color the entity, the layer, the fill style, the entity tag, etc.

You'll find a description of this in the editing chapter of the user manual, and a more in-depth description here.

Note that lights ends at the FAR SIDE of objects blocking them, this means that the wall around the lighted area will always be lighted. Generally, this makes for much better visuals otherwise you wouldn't be able to see the walls at all which looks weird, but it results in an undesirable effects when your wall si the entire area outside the path, like typically in caves. The way to fix this is to use a set of thin walls on a dedicated light blocker sheet. I usually draw these slightly inside the cave walls, allowing for the light to illuminate the edge of the cave wall. Note that the lighting is also computed on a raster rendering of the map, which means it needs to deal with pixles. This makes very thin lines unsuitable, as light can shine through gaps, so make sure such blocker lines have a certain amount of thickness.

For the map border, just erase and redraw it. The technical map border is just four lines outlining the map on the MAP BORDER layer.

Try to uninstall SS4 (using the standard add/remove programs in windows, as this will call upon the old installer cache) and reinstall using the new installer. Hopefully that will fix things. (Remember to reinstall the latest update when you are done)

1. There isn't a catalog filter supplied with this style (may be an oversight from Ralf?). Just use :ICON_CATALOG: to open the catalog if you have closed it. Except for some chimney symbols for use with houses drawn with the house tool, everything is in one single symbol catalog anyway, unless you mix symbols in from other styles, you should just have this one symbol catalog loaded all the time. A quick way to reload the catalog is also just to save the map, then pick the map from the recent map entries in the file menu, as this will reload the map with the CA161 catalog showing.
2. It should certainly be there. Try grabbing a new copy of the SS4 installer to make sure you have the latest one and do a repair install with that.
3. You've already discussed roads with Sue, but just to clarify, the On modifier doesn't try to merge the roads, it just makes sure that the node you place is exactly on the other entity so there won't be any gaps/etc. But depending on things like fill and such, it may still be very visible that it is another entity there. For smaller roads merging with larger roads, it often looks best if you use :CC2BEHIND: to bring the smaller road behind the larger one, or the road that is ending behind the road that continues on.
4. This only works correctly if the house symbols are proper CD3 style symbols. They require some extra entities for CC3+ to be able to figure out the floorplan. If the symbols doesn't have this information, it defaults to just including the symbol itself so you at least have some kind of guide to use to manually trace the walls to get the right size and shape. Unfortunately, it looks like the CA161 symbols are NOT proper CD3 style symbols.

What you see there is what is commonly referred to as transparency acne. It happens because the way the effects processing engine looks for edges to apply edge fading on is to look for changes from the previous sheet. But if two overlapping pixels are the same color, that causes the effects engine to see it as no change, and therefore a spot to apply edge fade to.

The common way to work around this is to create a new sheet just below it in the sheet order with the same effects on it, then make a copy of the entity on that sheet, but change the fill to a solid color guaranteed not to appear in the textures, such as pink. You might want to make the sandwitch entity a little smaller than the actual one, to make sure you don't get a pink glow at the fading edges. You could also use a colour that is more similar, but you must be certain it's not found in either the sheet above or below.