Hello.
1. The latest ZModeler version has materials library option to save material(s) inside .zml files. In particular, this is helpful to have a pre-configured materials saved for license plate and other commonly used materials. Details are here:
http://forum.zmodeler3.com/viewtopic.php?t=14494
2. It is not possible to lock models since CodeWalker is open source and anyone can add a lock-bypass rows in a code. Note, locking is adding extra information into the file to indicate the intent of the author to prevent importing. The software can either respect this intent or ignore it. The file have to be well-formed with no changes to layout the game expect, otherwise the game will be unable to load the model. Before release of open source tools to read/write .yft files, locking was possible with agreement of software authors to respect extra locking data in model files. Now it is not.
3. If I'm not mistaken, game's code has no scaling, only position and rotation. This is to reduce computations on vertices transformation in shader code (probably, a part of code optimization). So, animation can control position and rotation only.
4. You can assign shortcuts of your choice on Settings page. However, you can not map sequence of keys to be a shortcut. Only a pre-defined keys combination can be used to trigger a tool's action or select tool to work with.
5. Even thought this might be helpful in some cases, I advise to get rid of geometry you don't work with at the moment using Select\Separated and Hide tools (via hotkeys), so you don't have unnecessary polygons to select by mistake with Quadr tool. Also, prefer a selection tool like Separated to perform selection in a complex mesh topology.