1) It is possible to put "page" (or device jumps) anywhere you want, but since the LCD can only display 12 buttons at once it would be awkward to put them on every "page". So it's best to use the main menu -- which is always there -- as a starting point. That way you can also be assured that any input commands would be properly sent. The remote does not allow you to alias one button to another (ie all functions), so any complex input-switching macros would have to be duplicated for all places you would want to switch inputs. So it's probably best to keep those to a minimum.
2) Yes. RF means "use RF to transmit IR". There doesn't seem to be an option to have the remote transmit BOTH RF and IR at the same time, however you can selectively choose RF or IR for any button.
3) Devices with discrete codes are obviously easy. However if you have a device with no discrete codes, no way to ensure it's always in a particular state, AND you don't want to buy the RF station, there's nothing additional you can do with the T2 to ensure it's always in sync.
4) I generally do not give direct comparisons in reviews since it takes a long time to get an overall feeling for a remote. And since these PC-programmable ones can have so many operational updates via firmware. I leave that to the message forums, ie. here. There's too many important variables between the Pronto and T2 that would be dependant on what YOU want to do with the remote.
5) I noticed that page jump bug as well. It works fine on the remote, but not in preview mode.
