1. It depends, there is no delay when switching between pilot arc and main, but there can be issues if the cut forces the reverse. I suspect that your CNC path has the torch moving over places where there is a previous cut, and that can always be trouble. A lot depends on the software that creates the torch path with proper kerf compensation and corner rounding for continuous motion. Often it is also a sign of the actual feedrate not keeping up with the programmed rate due to poor acceleration. This can happen with rapid direction changes like what you mentioned. More of an issue with steppers than servos.
2.Moisture will exacerbate any problems as well as create some. You can use a desiccant drier that will change color to confirm moisture content levels.
3. No idea on that model.
4.No. The blowback mechanism is started by the flow of air, so the postflow needs to finish before there can be a restart. This requires that your CNC get the arc good signal and be programmed for the proper restart sequence. However, if things are working as they should, you shouldn't be losing the arc in the first place. A restart will always leave a mark in the workpiece. For a lot of things that would scrap the part and is unacceptable.
There are a number of things you can do to help make your torch path work better. Try to make sure your CAM software is optimized for plasma cutting. Make all your corners as small arcs so that the direction change can be split over both your X and Y motors. Also you can rotate your program to an angle to avoid straight lines being only X or only Y moves. Tune your steppers to get the best performance out of them that you can. Shield your cables and electronics to keep the EMI from messing you up. HF can be a pain to deal with, but it sounds like it might not take much to fix that if you are only losing steps. Often HF will cause some machines to crash or reboot, so it could be a lot worse. Have you experimented with different power , air, and tip sizes? You might be able to find a combination along with a feedrate that will keep your arc going. Another option is to break your path into sections and have two cuts meet in the sharp corners, instead of trying to get the torch to make those kind of sudden changes in direction. Keeping everything smooth is difficult, but it really pays off in better parts and less machine wear and breakage. Not to mention higher speeds.
The PP60C has an HV start that is tailored for CNC. I would like to see an 80 or 100 amp version of that machine.
Long arc, short arc, heliarc and in-the-dark!