1) I like very tightly knapped MF applicators, but I talk to mgm2003 and he loves the Zaino terry applicators. His neighbor liked foam. I think it's all a matter of personal preference. The one thing we do agree on, though, is priming the pad with distilled water, z6, and/or z8.
2) Yes, I think Z5 Pro provides a bit more depth than Z5. I think you will notice the most on black, so give it a shot. I tested it on my Red Integra (sold) and it was minor, but noticeable. I think the wetness and ease of use also increased, too. It's a whole package

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3) I have not! Good call, though. I might give that a go.
4) Again, personal preference. mgm2003 swears by the white Cobra towels from CMA, but I love deep knapped, plush MFs. The main thing that I've found, is using a dedicated LSP towel, meaning nothing else is used with it (with the exception of z6/z8). I also wash these premium towels with the WW drying towels. The rest of the towels go in a separate load. This insures the maximum performance.
Great questions; hope my answers helped.