1. Correct. Stop/3v3/gnd are a set of endstop connector pins, exactly the same as on the Duet.
2. Any of the 4 endstop inputs on the X4.
3. All heater and fan outputs are whatever voltage you feed to the Vin terminals. There are no flyback diodes on the heater and fan outputs, so if you connect a relay coil, brushed DC motor of other inductive load, you must add a flyback diode.
4. I haven't seen any filament tension sensors either. We'll consider adding a "beep until acknowledged" option to the M291 command.
4. Use M581 to set up a macro to execute when one of the input pins changes state. See https://duet3d.com/wiki/Using_servos_and_controlling_unused_I/O_pins for how to control output pins.