HDRI: Spherical cameras are a one-trick-pony. No options change the function.

Imported ai files need to be open for the wall projections. (although circles work if pipeline is the extrusion method - which also means other shapes should work too - just not compound)

Rotating Cross-sections: If you use a spiral preset in the spline room, you'll discover that the cross-sections to rotate. But the rotation is a function of the bezier handles on the wall projects and not somethign that you can control directly. 

As for your imported art that is malformed, there are two areas to trouble-shoot: 

1. The easiest one is going into the Spline Room > Geometry > Surface Fidelity and then increasing that to someting like 400. This setting also effects how many polygons are generated during a conversion to a vertex model so if the model gets 'fixed' with a lower setting than 400, you may want to keep the lower setting if planning to convert. 

2. The source file might have co-located points but not welded points in the problem areas. For areas where there are problems, mover around the shape selecting each point by click dragging a marquee and then choose the 'Join' option. You'll get a notice if nothing is joined, if there is no notice, it means that double points got connected and 'sealed' the shape.