#1 is possible using COM automation. You can write an app that interfaces with Excel via COM, or integrate your own functionality into Excel by developing a COM add-in.

#5 can be done in Excel by implementing an RTD server (http://office.microsoft.com/en-us/excel/HP030662371033.aspx). An interesting example is here: http://fransking.blogspot.com/2007/03/yfquotertd-real-time-d...