1. uhh... not sure about that. I wouldn't mind a last known location kinda thing, but normally your radar range is bigger than your fuel range and when you dispatch interceptors, they tend to turn tail and try to out run you, so their destination isn't set in stone.
2. an escort option would be nice, as i have had my drop-ship shot down once. then again, you could easier just tell your interceptors to head to the terror/crash site and make sure the way is clear.
3. totally agree on that, this would make a LOT of sense. it would also make sniping easier too, rather than doing the line of sight thing on each of your troops one by one.