1. It makes next to no difference mechanically. There’s one or two scenes you can only get with her staying in the room (the only one that springs to mind is where they have sex one morning), and there’s a few alterations to scenes, most notably if you claim Helayna.
2. In the current build, once Helayna escapes, she’s gone. The devs plan to make more content with her later on, but not for a while. You can also convince her to stay in the castle by having Rowan tell her he loves her before she escapes.
3. I don’t think there’s actually any shopping implemented in the forge right now, only with Cla-Min’s (the goblin) caravan. I think equipment is being scrapped in a later version of the game, anyway, so I wouldn’t worry about it, it doesn’t even have that much of an effect in the current build.
4. Currently the only faction you can recruit for your army is the orcs; goblins, dark elves, and minotaurs haven’t been implemented yet. You can find a guide to avoid a game over at Week 60 in the first link of my signature.