1) you will have to deal with IB for any FF credit for non-eligible flights. Good luck!!!!
2) most countries have baggage transfer in transit but I have it in the back of my mind that there is an airport change involved -- in which case you'd have to clear customs. Better check with IB about this detail.
3) no idea, you would need to file a claim with IB. My one attempt at compensation (with BA, when they canceled a flight due to lack of pax) was ineffective and BA claimed it was an exempted reason. I'm sure IB is equally creative.
4) IB agent in GRU would reroute you if needed.

If I were flying I would look into using LAN FRA-MAD-SCL-MVD instead.