The path isn't a problem. The file has characters that aren't valid in Unicode 8-bit. You'll need to fix that somehow.

Looks a lot like you don't have the tools installed, or that they are disabled.

That's from HLMV by the look of it. Studiomdl will remove unused bones from the compiled output, so for them to appear in that list you must have an animation which is moving the objects directly. Presumably that is causing them to be promoted to bones at compile time.

Meshes are not exported as bones ("joints" in DMX terminology). What are you seeing in your compiled model?

If your decompiler writes SMD then you are stick with SMD, yes.

Not in any practical sense due to performance limits in Python. Try to use DMX if you can, it's much better for shape key data.

Please upload your blend file.

Hidden objects have always been exported. You have to configure the export in the panel that you are already using.

You need to change the QC file. Check the Valve developer wiki.

Looks like the up axis differs? Try changing that setting on the import file select screen.