1+2: Remember that you can choose between explosion on contact or bouncing, that can help with the doors, windows are pretty much imposible. Baloconies on the other hand shouldn't be a problem at all if you stand in the right distance.
3: Almost all of the aliens at the beginning use pistols, which generally don't use much TU, take If you use eg the 9mm you can shoot 5 times in a row too ( or 9-12 times if you use trippleshot).
4. You just need a workshop and have to recruit up to ten workers for it. Then go to the production screen and queue the items to built, then wait. Depending ehat you build that can easily take a week and more. Note that a second workshop with anotzher 19 workers rduces the time down to 25%
5. Can't realy be helped most of the time. It's just a beta version, often the new version needs to load data the old one did not save.