1) HereSphere uses webview for the web browser. I'm not sure why SLR's search input box disappears after the page is loaded when using webview. If you have a PC with lots of storage space, you could download the videos and use XBVR to setup your own local web server that provides thumbnails and tags. Lots of advanced users go this route since HereSphere provides a nice interface to browse your local videos with XBVR.
2) I'm not sure. You can clear them from the media library. There's a hand icon that lets you select all the items.
3) The media library should show the directory of the file in the media sources list. For downloaded links, it's not possible (and usually the download links are temporarily generated by the website, so they won't work if you click on them again after some time).
4 and 5) The app doesn't actually download the files. It streams directly from the download link.
6) You can set a preset for each group of settings. Like for the "Image" group, click on the "Image" button, and then save over the first preset to make it the default for new videos.
7) Zoom speed can be adjusted in the key bindings menu. Find the "Increment Origin Forward" keybinding (about 2/3 down the list). Increase the "Scale" value for the key binding.
8) Click on user settings in the left side panel. Under profile, input a new profile name. This acts like a password, since you'll need to input the exact profile name to load the saved settings/history. You can delete folders from the media library by clicking on the text that says "Media Library", and then click on the delete icon next to the entry.