So I red in the dwarf wiki that Elves will sometimes have caravans with exotic animals for sale.
Is this true?
Yes, with the caveat that they will only ever have animals from the regions around their forest retreats. This can mean that they can occasionally bring, for example, wonderful unicorns... But it also might mean that they have nothing but common deer, foxes, and groundhogs.
Will any elf caravans have the potential to sell me interesting animals?
Or will I always have to just settle for buying boring animals?
Any elven caravan might bring exotic animals, but since elves do not send trade liaisons, you can't make it certain. Also, if the elves have to cross very cold or very hot terrain, all of the animals they bring can die en route, meaning it's impossible for you to get animals at all if that is the case. Further, since elves do not use wagons, they do not carry very much stuff, and load up on cloth first, so they don't bring animals at all if they like you.
In almost all cases, unless you mod elves to send liaisons, use wagons, or both, you're probably never going to get a breeding pair of any interesting animal. Besides that, for the most part dogs are the best combat animal, and cows and camels the best food and other product animals, so exotic beasts really aren't all that special.
For some reason my Mason appears to be a complete dolt.
I have a huge granite stockpile right next to his workshop.
Yet he goes down 3 z levels and away a bit to my mining level to get some granite..
How to I keep him to go to the closer stockpile?
He's wasting to much time going farther away just for one rock...
Dwarves are more or less idiots about this. See, dwarves consider z-distances to be as long as x/y distances. So, a stone 3 z-levels directly below the workshop and then 5 squares away is thought to be 8 squares away from the dwarf when it seeks materials, so the dwarf will go for it if there's nothing closer than 8 tiles away. This even happens if the dwarf has to walk thousands of squares to get to that "closest" stone.
The way to stop this is to make sure that the areas directly above and below the workshop are clear of stone or inaccessible altogether. This, of course, is not very useful in most cases. The thing to do, really, is to take advantage of this behavior. That is, put your input stockpile directly above or below your workshop and have a handy staircase near the workshop so your dwarf actually goes to the stockpile and uses the material you want it to. That, or seal your worker in a room with the material you want and workshop.
This will (hopefully) not be an issue once the new version comes out due to the introduction of "Burrows." Burrows will apparently limit the area where a dwarf will seek for materials, so you could presumably make a burrow such that the dwarf will only seek materials in your desired material stockpile. For now, though, there's really no good way of doing what you want, and this makes all of us sad pandas.