2) Yes and no, here's the breakdown on that...
The rekordbox mapping for beat jump isn't the same as the beat loops; they're not for a fixed value, but rather for a specific pad:
Here's why I think they did it this way for the beat jump... there are 12 different beat-jump values: Fine, 1/8, 1/4, 1/2, 1, 2, 4, 8, 16, 32, 64, 128, with 2 directions for each pad, for a total of 24 pads. That would essentially be 3 pages of 8 pads, but most controllers only have 8 pads, the DDJ-XP1 has 16, so they've set it up a bit differently. So how does this apply to you? You can set it up, as in this example, that you have two buttons act as beat jump pads 11/12... and those could be for the 32 beat jump value because the default beat jump pads are 1/2/4/8. And as long as you don't open the BEAT JUMP pad mode and change the page to shift the values, they'll remain that way and those buttons will always be 32 beats.
3) You can assign that Color FX knob, but can't have a MIDI control perform two functions at the same time; rekordbox will tell you that control is assigned to another function. I haven't tried it, but it's entirely possible that you may be able to edit the CSV file to have two functions using the same MIDI signal. Either way, you could do a CFX and regular beat FX at the same time using two different inputs.
4) No - it doesn't have an input for "shift" but if your controller sends a different signal for PAD vs SHIFT+PAD, then that effectively gives you that ability.