I'll leave Q1 for Pulse support as I have no idea. But I think I can help with 2 & 3.
You can pretty easily set up AD based authentication in Pulse via CAM. All that's needed is to enter the Cognos dispatcher URL in Pulse configuration and then per user in the user administration you can enter a CAM Namespace in addition to user name. If this is left blank then Pulse treats the user as a standard local Pulse user for password management and authentication. If the Namespace field is entered then the password field is grayed out and when users log on to Pulse web or thick client they do so via CAM.
This is all really easy to set up. All that needs to be done first is to set up Cognos BI linked to AD. We have a few customers with this setup and it works like a charm. (Note that with this setup we do keep 1 or 2 local accounts enabled so that in case Cognos BI server is unavailable or unresponsive it will still be possible to log onto Pulse to cancel threads, do migration, restart services, etc.)
To answer Q3 I don't think it makes a shred of difference.