1). Simply put.....NO. If the video is transcoded, then no. There is no "go to " function like there is witht the PS3. Native files
are capable of FF/RW and seeking thru 10 virtual chapters.
I have never been able to get the PMS Chapter option working with the 360 either. Perhaps give that a shot on your setup.
2). Because of the limited native support, both in containers, filetype, specific codecs, and number of audio channels, virtually every filetype needs transcoded to be played on a 360. And as muxing is not an option, there is no way to simply mux video and re-encode multi-channel AAC down to 2 channel. So, MP4's with multi-channel AAC audio require FULL video transcode, even if the video specs are in check, only because they exceed the audio channel limit (5.1 vs. 2 channel). And virtually every file type requires it. MKV, M2TS, multi-channel audio MP4's are all automatically forced to transcode even with out subtitles.
And transcoding video to WMV is far more CPU intensive than transcoding to Mpeg-2 like with the PS3. I can only suggest trying to dumb down the video quality settings. As well, you can do as I do. Start a movie, let it fill the buffer fully, then play the movie. Sucks, but it works.
The PS3 dusts the 360 in media playback performance and nearly every other aspect, other than gaming/selection/online playing, plain and simple. I could list the pros of the PS3, but my keyboard might wear out.
And I own 2 360's and a PS3, so this is not a fanboy attack.
3). I would check this link
Beyond that we may need more info