Your local Home improvement store or Lumber yard should answer a lot of your question about #1,4,5
#2- I am a great believer in the more storage the better, if you will need to keep the items in there at a even temp I would not close it all the way in. Lets the air circulate too.
#3 #6- Check with n electrician, He will know the regulations in your area. I would not go with a room heated, too easy knock over.
#7 I would partition off a work area, even if I was just a curtain you could open after you finished the dirty part.
#8 Is there another door in to the building? If no get rid of the rolling door, fame in the hole with a door in it, you don't want to open that rolling door insulated or not, you will loose any heat or cooling you have in there every time you open the rolling door. If there is regular walk in door already in the building you can just build a wall inside. in front of the rolling door, insulate it. From the outside it would look like a garage door. Make sure you lock the door, you don't want someone coming along and opening it. Sounds like a fun project. Have fun with it.