Go to eeschema preferences and check option to enable selection of symbol pin, not whole symbol. This will enable crosselecting pads in pcbnew. In order to higlight track, use “select net” (default hotkey f4 or something like that, see hotkey preferences) from rmb suvmenu over wire.
None of all other options are available as far as I know, you should fill a feature requests in gitlab for them.
2、It seems there are and plugins that can do that
3、Yes, but only single. KICAD6.99 will soon support multiple options
4、This can be done by modifying the following plug-in
For 2 and 4 there is a net inspector available (tools/net inspector) it is much faster then LengthStats plugin. While the plugin might work with 6.0 it is officially supported only on 5.1.x.