Welcome Rob...and thank you fro the great words!
I will try to answer your question one by one
1. Very strange, there's no reason for one key to work and not the other one of course. Excuse me to ask this question, but could you open a text editor and type the same key on the keyboard to see if they display correctly in the text editor. Alternatively you have the option to call the "Commands" window (default key is "C") and map (or remap) the key there!
2. "ESC" is the only key used by mGalaxy to escape the emulator launched (sometimes natively, sometimes with the help of a script)...what are the emulators you're using please?
3. ...that's the case for all systems! If you were to choose a Super Nintendo emulator (for instance) you would see a lot of them listed under the same "Super Nintendo" system.
That's not a problem at all and is actually the way it works: you choose a system, then an emulator in the drop-down list, then pick the emulator executable with the 'Application' button.
You finally have the choice to name your system the way you like to personnalise it.
4. All the media (ALL, from snapshot to movie to boxes,...) are downloadable through the "DB UPDATE" (DB for database) tab in mGalaxy_Runway
Don't hesitate to come back and report your success or not while trying to fix your problems!