You can't use autodesk dae. It doesn't work - for reference, try importing a freespace model DAE using that...errr plugin, won't work.
You need to get OpenCollada, and select that as the import/export option.
At least that was the case for 3dsmax2009 (the version I use).
That, or it may be working and you just didn't name your subobjects properly.
LOD0 must be called detail0 and whatnot.
regarding questions:
1) WRONG. Hull can be more than one object. In fact sometimes it has to be if too high poly - sub-parts should be parented to the main part and can be called anything you want. Ref: UED Solaris. Verticies do not need to be connected, you can have open faces. Open-manifold is fine etc. Ref: All my models ever. Just do whatever is most convienient for uvmapping while does not generate smooth/lighting errors.
2) No ****ing clue. Just add pof data in PCS2 IMO, quicker and easier than remembering/setting up half a billion helpers and have them not import lol.
3) Shield subobject should just be called "shield" and be a top level
4) Yes. Scaling a model is also trivial in PCS2 so don't even worry about it.
5) Looks like a fighter, so keep it easy on the polycount. (say, 20k tops?) Texture should be 1024^2 oe 2048^2. 4096 can be used by some/most pepople but its stupid overkill for a fighter. FSO eats polies for breakfast (observe the case that under certain circumstances, the 63mb POF for the HTL Sathanas - with 200,000 polies, outperforms the retail model because it uses fewer textures), max texture size is limited by people's gfx cards, not by anything engine side. Basically, performance is basically dependent on number of textures, then number of textures, then number of textures. You get it now? Number of textures. Ideally one. But still don't go overzealous on the number of polies - no sense wasting polies, seeing as they still cost performance in collision detection checks or something.
ya