I do have a CMD and, as indicated, I've set up a hospital zone that I enable and disable.
I know how to make a building destroyer invader proof windmill farm (after help from the forum) and can try to describe it from my memory, if desired. It's a lot of work, though. For a single mill I think you can get away with only two wind mills if you still want to do it safely. A windmill requires free access to the sky above the central tile, but I don't know if either drawbridges or grates block it. It has to be outdoors as well as sun lit. If you build everything underground and then dig an up ramp above the center, you shouldn't have to be exposed to the elements at all, in theory. I think you have to channel down as well after the up ramp to expose the windmill to the elements.
And, by the way, I don't consider it cheating to make a copy of the current DF game to test things out and then discard it (I've considered doing it with the windmill, in which case I'd just make a standard mill on top of gear test, but since I don't mill, I don't really have any use for power).
Save scumming: I generally do that a fair bit, since DF normally is about enjoying yourself, not competing (which I'm not really doing: I'm trying to achieve the goal, but I'm playing normally without trying to explicitly maximize wealth). Another thing I've done is the set the pop cap to 10 above the current pop, since I dislike huge immigration waves, and that is what I do normally (which usually means 6-9 immigrants). On the one hand, it reduces production due to the lower number of dorfs, but on the other it reduces risk, since an immigration wave is exposed for a shorter time.
I just had my second attempt at receiving the second caravan (a DF crash stopped the first one, which had resulted in a fleeing caravan and the loss of one of my dorfs, but the situation under control). In the second attempt I noticed the patch of horse tallow on the ground as the caravan came in, and sure enough, even though they were all healthy, they had a dead horse in a cage, so I quarantined them in the trade depot, and yes, the horse reanimated outside of the cage, killed one merchant, a draft animal, and two guards, but didn't chase the other animal and attendant dwarf who fled down a bit in one of my tunnels. I managed to get the horse to catch itself in a cage trap, and after waiting a couple of weeks more, I sent dorfs to collect and disposed of the bodies and body bits lying around, with no incident (no reanimation). I've engraved a slab for the merchant, but the guards don't show up in the list, so I can't engrave any slabs for them. IF ghost for them show up, I consider it legitimate to kill them as a bug work around (the same as for unkillable reanimated head body parts). Anyway, it looks like I have no choice but to loot the remains of another caravan (waiting for the survivors to leave, but the last time I had survivors hiding out like that they didn't leave even when the message said they would).
Operation splat: I don't quite understand what you do, since tame critters cannot be butchered after death? I do it the traditional way, i.e. lead the animals to the butchery and have them killed. The hide is taken next door to the tanner (all dorfs have the tanner task enabled). So far I've dumped all hair into my garbage compactor (right beside the butchery), while wool has been spun without incident (everyone has spinning as well). I'll try to spin some hair when I get the next chance, since the on/off hospital means thread won't be stored there, but taken for looming. I did encounter a bug when a crundle scale reanimated. It was quickly killed by my militia, but it generated a lot of bits to be dumped. One of them refused to be dumped, hauled to a temporary refuse pile, etc. It was stuck on/in the butchery, and was released when I finally dismantled the butchery (but I'm sure it would have been free to move just fine if it had reanimated).
Unless I misunderstand you, I think you haven't secured the cavern against non fliers either. Non fliers can enter the embark on top of walls built flush with the embark edge and climb down (I think they couldn't before) and if a wall is one tile away from edge they can climb normally. I've got 3 places where I can let critters in if desired, and I'm building my first airlock. I haven't caught anything interesting yet (a bunch of crundles, the last of which still remains to be butchered), but with a secure cavern I've build a loom at the bottom to collect webs, so some silk clothing should be in the pipeline (the pig tail yield took a nose dive with the loss of my farmer, and none of my immigrants have any skill, but on the flip side, I've bagged a level 10 carpenter).
An amusing observation: I've discovered some (grass type) vegetation on one or two of my entrance down ramps, so it might be possible to grow surface crops if you got hold of seeds. I wouldn't test that, though, since I suspect a roof over the plot won't protect the farmer below from melting. I know that kind of farming (and creation of grazing grounds) work quite well in normal desert embarks.
Edit: The "parts stuck in building" bug is rather annoying. A donkeys skin as well as its hair attacked and both split into multiple pieces, one piece of each stuck in their corresponding processing building. The donkey head hair part reanimated again, and I DFHack exterminated it, since I know from previous experience that head hair is invincible. I've also DFHack exterminated a reanimated cavy sow pup, since a pile of dorfs with real weapons did nothing but scratch its skin and knock out its teeth (a number of lost teeth, a broken nose, and a smashed ear, plus bruises on the dorf side, plus battle exhaustion. One of the dorf teeth stuck in the kitchen building). By the way, the caravan brought dimple cup spawns, so I'll try to dye thread for the first time (after harvest, of course).