1. A lot of the heat is escaping through the top. Be sure to provide some insulation there as well as on the sides of the keg. You will need to use a ton of insulation if you are brewing outdoors in cold weather.
2. Yes, a HERMS can be done, but there's more to it than meets the eye. Same for a RIMS whether direct fired or equipped with an electric heat exchanger.
3. You can safely direct fire, but again, it's not as easy to perfect this technique as you might think. I have a direct fired RIMS and it works well, but it took me a long time to get it to operate the way I wanted it to. Check out the Brutus builds for more info on those.
4. I don't know enough about an electric RIMs to advise. You could probably maintain mash temps with 110 v power, but that might not be enough for ramping up temps in a reasonable amount of time. I'm guessing here, so YMMV.
5. A lot of people use a cooler MT with great success and minimal hassle. It's probably the smartest and most cost effective way to go. Cooler MT's are less suitable for step mashing and such, but only you can decide how you want your brewery to operate. Go to a group brew sometime. It always amazes me to see that there are very seldom two systems set up exactly the same way. That's part of what makes this stuff so much fun.