1) I can't find any specs on those sierra 1 NRT's...can you tell me the size of its woofers for low, midrange and high, as well as their RMS? That will affect what recommendation for wire guage you need.
2)Im not sure, but I know HK makes quality equipment. Your choice though.
4)Coax just sends a digital signal, a better quality cable, or thicker one will just provide better insulation from interference. If you are experiencing interference, yes, if not then its fine.