There's no timestretching, so if your sample is a different tempo than Live's, it'll sound re-pitched, that's normal. Best thing to do is use Live to timestretch / pitch-shift samples, flatten the audio, then import to re:mix.
u have to manually save them using the save button/symbol in the main device. also u can choose 'Collect all and Save' from the Set menu and it'll export all the files at once. (including ones you've imported)
u can re-record over recorded samples, but there's no way to delete them. (unless u choose Set->New Set, which deletes everything)
i think it might need to be the first device in the rack to show midi activity. the purpose of the 'name piano roll.adg' is just to name the piano roll with the row/buttons for easier editing, so it doesn't really matter if it shows the midi activity. if u want it to though, place it in front of re:mix on the rack.