1. I never use archer and shuriken so I don't really have any suggestion.
2. I will suggest levelling your best team to lv40 while the training tower is half cost. It helps in arena
3. I don't think they will change. Just use up your SP whenever you can. Even at level 40, you can still gain SP from killing enemy; just that it's a lot slower but by then, you would have max out all your skill
4. All matches are relevant. It's accumulative. If your score are 500 for all 7 battles, you will get 3500 points for your high score. If you get 200 for the first 6 battles instead, you will get 1700 points for your high score. High score is used in ranking reward so it is best you obtained as much points as possible from all battles. To maximise the point that can be earned per battle, you will need to include as many featured heroes, have them all max level, and have all of them survived the battle.
5. Merging allies of same title and rank will give additional stats to the base ally. However, this additional stats will be lost when u increased his rank.