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You'll still have access to the games you've downloaded, even if they're removed from the collection or you've deleted them off your system, as long as you're still a subscriber. If your subscription ends, you won't be able to access those games, but they'll still be available again if/when you resubscribe.

There's a Copy Multiple option that lets you select all content period. Just hit Square to change the sorting; you can sort by game title (stuff appears in folders) or by all. When not sorted by all you can use Copy Multiple to select all data at once rather than going through each folder. Best I can tell this copies everything, at least in the PS3 Data ...

You'll have the option if you want to overwrite or not. When copying data using the Save Data Utility, if the destination (whether the PS3, a storage device or the PS+ online storage) already has a save of the same game (on the same slot, if applicable), you'd see a prompt asking you if you wish to overwrite the save, so you can do the copy process without ...

You could never back up Vita game saves to PC, you can only copy the applications themselves, this includes the save data. To do so, choose PS Vita under Applications You'll then have the option to pick games to copy to your PC