1. It'll probably be easier to use runtime sprite collections to create a sprite outside a sprite collection in this case. Refer to this:
http://unikronsoftware.com/2dtoolkit/forum/index.php/topic,340.0.html. This will be a core API function in 1.80 (already is in the alpha), so you will be able to do tk2dSprite.CreateFromTexture(...) to simply create a sprite from a texture, without having to do any collection related processing.
2. You can have mixed sprite collection sizes, it doesn't matter (outside the usual memory constraints, etc)
3. If you need it to scale everything automatically, just add one default override - this will be a wildcard override which will scale everything to fit automatically. You'll still need to manually draw the letterbox bars, etc. for other aspect ratios.
4. File structure doesn't matter, but you can't put it into certain folders. Eg, if you moved everything into a folder called plugins, it wont' work any more as Unity has special processing parameters for those folders. Also ALWAYS do it from within the Unity interface, if you did it from outside the interface, horrible things could and most likely will happen.
5. No. There is a bug with large animations in 1.76 occupying memory even when they're not used, but this shouldn't be the case on the actual sprite collections.