Current answers:
1) I have a similar issue; sales tax or taxability is either global, or on a per-item basis. There is currently not a way to mark a customer "Tax exempt". It's something that is needed, however... perhaps based on a role?
2) You can do a custom shipping method, and in the cart setup do a "Combine shipping methods", then you will have your regular shipping method (i.e. UPS), and whatever custom methods and prices you have defined.
3) There is not a customer manager in the cart; my understanding is that some of the information is picked up from DNN, the majority is stored in the table Smith_Customer.