No probs!
1. Oh yeah, that's actually the correct way to do things. As soon as you see a blip mid-move I should reveal that enemy before you continue. I have actually done it quite a few times with some of you, but I let it slide occasionally - sometimes Animalmother likes to just move into a room and fire at a blip regardless of what it is.
2. No, they have all the same LOS/movement rules as the Marines have.
3. Unfortunately no, the game differentiates between firing and H2H - so your Commander misses out on the 2 attacks if he has a H2H weapon. Actually, the rules are slightly ambiguous regarding Marines/Commander miniatures. Some people play the game more strictly and only let the Order cards apply to the 4 Marines!
4. LOS goes from the centre of 1 square to the centre of another, so unfortunately that would go through the wall so no. You're allowed to have LOS diagonally past enemies/wall corners (like your T10 to O5 move) but as soon as the LOS falls further into a blocking wall/enemy square then there's no clear LOS.