1) I'm not aware of such a feature, but I never missed it . When there is a rectangular selection (which width can be null characters) and You type some spaces, these are inserted before the selection. In this way You can change the indentation.

2) Hypersearch itself cannot highlight anything. But You can use the Highlight plugin. Invoke "Plugins -> Highlight -> Highlight last search".

3) I know VNC under Windows, but can't imagine what multiple VNC views are for. Have You more than one VNC connection to one single remote PC?
I suspect that this is an issue related to the jEdit server: When You use a default way to start jEdit and a running instance of "jEdit server" is found, this is used. Depending on the applied command a new jEdit View is opened or not (see http://www.jedit.org/users-guide/cli-usage.html#id2496905 ).

4) For Search in multiple files You need to set several options. They would never fit in the search bar.

5) Utilities -> Global Options -> Appearance -> History text field entries to remember

Robert