1. Sapient non invaders (trolls, troglos, intelligent clowns, etc.) can reproduce if they stay on the map long enough (and, obviously, have both genders present). It's a bit more unclear with invaders, although I believe I've seen births on 1 year long sieges. I haven't heard of rigorous testing of captives. I wouldn't be surprised if offspring are bugged like non sapient experiments are (offspring are marked as "Friendly", but fight neither invaders nor fortress members. They were easy to slaughter with a fairly inexperienced squad, even if their parents were deadly).
2. I don't know for certain, but grazing egg layers (elk birds) are a pain to deal with because they starve while sitting on their eggs. It's possible to micro manage with chains or temporary caging, but it still requires management. Sapient egg laying fortress members have to eat and drink (unless modded or undead), and so would starve and thirst, and probably get significant problems with lack of socialization, praying, and any other needs satisfying activities. Also note that eggs laid by sapients are collected and eaten as any other eggs. DF currently doesn't model nutrition. One piece of food is one piece of food, although it's said value factors in on the amount of satisfaction gained from eating food containing a favorite ingredient, but not when no such ingredient is present (lavish meals used to be good for everyone, but that's not the case anymore).
4. I don't know what you're talking about, unless you mean the ones that haven't got code names, i.e. F(orgotten)B(easts) and Titans, or the vault dwellers (with various names) that are essentially non existent in fortress mode (but you can get to them in adventure mode, I believe).
6. To a limited extent, I believe. Any creature (except exceptions) can learn from experience, so I'd expect an axe wielding invader chasing after wildlife and slaughter it to learn a little. Similarly, dodging out of the way of something would probably train dodge, performing in the tavern probably trains the corresponding skills, researching definitely allows visiting scholars to make breakthroughs, and presumably learn scholarly talents along the way. I've had visitors both participating in and leading guild demonstrations, which I assume they'll learn from.
However, organizing learning in some directed fashion would be a lot harder (dwarven swimming training probably works).