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.

No, that won't work, because that doesn't import the fill styles into the template. Changing style only changes which drawing tools are displayed in the dialog, but if you don't import the fill styles first, those tools won't have their fills.

The easiest way to use textures (fill styles) from another style is to first make a blank dummy map in the style containing those textures, then in your actual map, go to Draw -> Insert file and pick your dummy map and hit ok. Once you return to your map with the dummy map on your cursor ready to place, just hit escape immediately to stop placing it.

For most maps, just set the 'Restrict image to map border' option in the export options dialog, and it will take care of it. If the map is somehow missing a map border, use the rectangular section jpg file type when saving, as this will cause CC3+ to prompt you for the corners of the export before saving the image.