Sorry for late reply. Too many things fly around lately.
1) That's the case for small sprite. Try to zoom in to make the sprite bigger and then easier to select
2) Agreed, sprites sorting by location is better
3) Definitively but even save/load feature is not supported yet :)
4) As discussed in other topics, zOffset support will solve the problem at its root
5) Sorry, will write it. AS stands for Anti 2D Shaodow used to remove the black border of cylinder sprite
6) Multiple sprites selection and processing is the way to go
7) Individual Transparency and Shadow Per Sprite will be considered. For the time being, if you want to hide a sprite completely (2d shadow of character in some games), let set its depth to zero :D