1. This was intentional. We thought those options (match case, etc.) are part of search history. However, I will think about this again.
2. Not exactly the same, but you can press ALT + DELETE while drop-down list box is open to delete the selected item.
3. 4. These behaviors were changed due to feedback from another customer: https://jp.emeditor.com/forums/topic/emeditor-v14-6-0-beta-11-%e3%82%92%e5%85%ac%e9%96%8b%e3%81%97%e3%81%be%e3%81%97%e3%81%9f-%e6%96%b0%e6%a9%9f%e8%83%bd-%e3%83%95%e3%82%a3%e3%83%ab%e3%82%bf%e3%83%bc-%e3%83%90%e3%83%bc/
to be consistent with the Find/Replace dialog box. In the Find/Replace dialog box, “Use Escape Sequence” check box will be grayed (disabled) when “Use Regular Expressions” check box is set. However, we will think about it again.