(a) No. You can go via london to/from Cairo or St. Petes but not both.
(b) If the EU question is for a visa, then only you and your embassy will know that. For the purposes of the fare, it's fine. Only BA goes from Europe to Capetown. Iberia goes to Joburg.
(c) Yes. Also check into the price of buying the segment seperately.
(d) Yes.
(e) You can get the visit australia, but if you are just surfacing the one segment then it's not worth it. Fares on the MEL-SYD route (and BNE-SYD) are rather cheap. Fares to Perth run about US$300 if I remember correctly.
(f) Yes, you can use them at the beginning or the end.
(g) Bad in the sense of your question, maybe just the SCL-EZE or SCL-PUQ. Check the prices on lan.com (cheaper than on expedia). Bad in the sense of the fare, the LED segments.
(h) Do a search. Was discussed recently.
(i) Been no reports to the contrary.