1. On Handcent I get both - a little icon next to the message tells you if it was successfully sent, and also informs you when it has been received.
2. You mean in terms of setting labels for emails and numbers and thing? If so then sure, on any version of android afaik. When you edit the phone contact details then simply click on the add/+ button and "Custom" will be an option. If you mean a label in the widget sense - then dunno I'm afraid.
3. Not really sure about this one. One option is that you can join contacts. I think that first contact in the join is the one that is always displayed. So go to your "Dad" item, edit, menu>join, select his name, and that might do it. Not sure if this is what you are after though.
4. Not sure about this one. Does
this thread help?