Use option to pre-load game files. It's in the game options.
Nah, only "aces" are able to deadly over-level with time (well, actually from being defeated in riots), others are affected and limited by your warden level and curently cleared floor, as well as some edicts but don't rise with time enough to become serious problem. It's questionable if game easier or harder if you slow down to grind, but it's surely become much harder if you are trying to build balanced character.
And actually pub is one of the ways to get rid of "aces". You have very much time until you need to worry about them anyway on first two difficulties. Or never, if you are using slutty way to deal with them in battle.
They affect gameplay greatly. Especially if you are trying to reach Empress ending.
They also serve as a tool for "realistic" descent into corruption, if you close eyes on anything unrealistic around them and all that sarcastic humor and references.
It's probably either warning about order or warning about money.
I don't get it. You start with Karryn as 100% virgin. Or you mean 100% save right before ending? I don't have this one. I mean, I directly switched "bitch ending" value once to watch it, but I didn't managed to reach it honestly for now. Mostly because I playing on Warden.