Short answer: No. Long answer: It is prefered to setup all servers both for redundancy and also to properly use our geolocation service.
No. This would make your visitors use that server directly regardless of their location thus making resolution slower for them.
Yes. You should be able to add every type of record using your advanced DNS editor
Yes. When you use our own mail servers we automatically setup an SPF record. You can easily change that SPF record at any time using our DNS editor.
Yes. We have a fully automated system that you can use through our Advanced DNS editor. Note that when you enable (enabled by default) mail services on your account we automatically setup DKIM records. Also when you purchase an SSL through us we automatically setup the CAA records for you.
Yes. We currently do not have an automated system to setup the records, but you can manually set them up from your advanced DNS editor.