1) Use the mouse wheel to zoom out.
2) Yes. But only when you enter a castle. You're better off using the rotating quicksave slots. Just hit F5 every so often.
3) No. Most units are limited. If you're finding yourself losing a lot of units, you're tackling the game wrong. Explore the map more and pick your order of battle wisely.
4) Advancing in the story is required to open new areas of the game. Failure of side missions isn't usually critical.
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