1 - Images exposed by web dataports like Bing do have a bounding box like all other images. Create a data source for Bing Maps, open it, right click the image and select Properties. The bounding box is in the Rect property (something like [ 0, 0, 134217728, 134217728 ]).
2 - You can modify properties of components on web dataports if you allow them to cache data in parent data source by checking both 'Cache data' and 'Save cached data between sessions' options in the New Data Source dialog. I would advise against that, though - just copy the image from the web data source, paste it into the MAP file, correct its Table property to point to the table in the data source ([Bing Maps Street Map] -> [Bing Data Source]::[Bing Maps Street Map]) and then edit properties of that new image in whatever way you want.
3 - You cannot currently Alt-click into tiles of web images, unfortunately. The reason is exactly that they are exposing intermediate levels as separate records with specific values of the Level field. We don't really want to allow selecting / picking tiles in intermediate levels, this has many complications for the user (the most important one is that if the selection recognizes intermediate levels, it is not easy to tell whether a particular pixel is selected or not - it might be selected on level A and unselected on level B, this is just difficult to conceptualize and work with).
I don't understand item 4. :-( If you rephrase, I will try to answer.