Dude,
Some of these answers can be found using the search button, but in short:
1. - I believe this was Bugsy - have a look through his WIPs and you'll soon find it.
2. - HUDs consist of 2 parts, 1 part image file (so use paint or GIMP or whatever you prefered image manipulation package is) and 1 part script - look through the community guide for loads and loads of help on this!
3. - I think only characters can follow way points, but I may be wrong. Either way there isn't 1 command that will do this. Your best bet is to use pace10.fpi script as this has way point following commands in it already. Search for a tutorial Nickydude did on polergeists - i think this made entities follow waypoints.
4. - "allies" & "neutrals" are Dark AI features and I'm not sure how well these mix with way point following, mainly because DAI will be trying to control the movement on the character.
5. - Not sure about this sorry. I believe this is a new thing in v119 so you might want to post the quest in the v119 beta thread.