A couple ideas for the PCB editor interface

1 - Yeah
2 - This has been a problem from day one, so there are work-arounds. Try zoom out select, try zoom in select. Select from the bottom, Select in different view and move with Inspector x,y until you can grab it.
3 - Yeah, there isn't shortcut keyboard keys for everything.
4 - What I do it click on the connector and everything connected to it turns yellow, and then I look for a shorter way.