Unwanted persistance and improper saves, Master section

For 1) and 2), what option do you choose at startup? According to what you seem to wish, you should choose one of the hilited options:
2013-07-08_07-31-11.png
If you don’t see this dialog when running WaveLab, press and maintain Control (Command on the Mac) pressed while launching.

For Master Section plugins, there is an additional option:
2013-07-08_07-33-29.png
For 3) I am not sure what option you are referring to. The only one I have in mind, “Play through Master Section” is the option for Basic Audio CDs. AFAIK, this works correctly (when you start playback from the Basic Audio CD window).