Welcome to LH! I’ll take on a few, but I’m sure others will soon chime in with all sorts of good advice! Make sure to read READ ME FIRST: Getting Started With Leasehackr Forum, as a number of common questions are answered right there (and the embedded links)!
Can depend on mfr, but with BMW, nope!
that intro guide real quick… but generally you can keep the return and the new lease as separate transactions.
Loyalty is typically tied to having owned one of x vehicles in the preceding y months, so that should be unaffected.