Your comments

You can just add a regular HTML style tag to the Markdown file and it will be used in the preview screen.

Something like:

<link rel="stylesheet" href="style.css" type="text/css" />
Usually, SFTP servers already send all hidden files and they are displayed in Textastic. Are you sure they are not displayed?

For FTP, there is a connection setting that you can enable to show hidden files.
With the currently available features no, sorry.
I'm not sure if that's a good idea. In an editor like Word, you can remove the automatically inserted bullet point by tapping a second time. This behavior would need to be added too. 

I fear that many users would not want the app to automatically insert bullet points like that.
I see - I think the selection isn't really adapted to the new word length. I'm actually surprised that no one found this bug so far :)
No, for example have a look at this comment at http://community.box.com/boxnet/topics/connecting_directly_to_box_net_via_file_explorer:

Hi Richard,

We do not officially support WebDAV, but others here may have found workarounds that they would be willing to share with you. I'll keep this topic open for others to comment since I don't expect Box.net to provide a good recommendation for you at this time.
box doesn't officially support WebDAV. I will look into it when they add official WebDAV support.