I can only talk about opengl canvas as i never used legacy:
For graphical polygons (edge cut) you can use the crtl key to activate the k*45° mode.
With the interactive router, you can lay down long traces semi automatically. (left click does fix what you have laid down until now.)
I assume you are talking about the schematic here. If there is a sqare at the end of a wire, then you have not made a connection. Wires in eeschema only snap to the grid so make sure you use a grid that can connect your symbol pins. For the official lib you should use 50mil grid.
Are you talking about filled zones here?
I think they fill with a small offset to the edge cut and should therefore be parallel to it. But if the zone outline is too far away then it will just fill to the outline it self.