For number 2 There is a limitation in opengl of the number of lights that will work. I thought it was 8 rather than 6 but I could be wrong. I don't know if switching to screed preview will help or not.

3 the preview display is limited and will only show basic materials. I often turn off the hardware shading unless I do a comic render.

sorry, but I don't know about 1 or 4. I don't do animations usually and I don't use pmd.

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