Hi Hongyang,
(1) Currently, you are right, HFX needs to use only gamma point. Therefore, instead of k-points you have to rely on supercell approach in order to converge the properties. One can get good properties using supercells of sufficient size. For example, a Si primitive cell with 2 atoms and 8x8x8 k-points would be roughly equivalent to a 1024 atom cell at gamma point only. Alternatively, you can run smalleer cell and still get good results. I would guess that ~250 atoms will give good lattice constants for Si. If you *must* perform cell optimization using hybrid, then this is what I would suggest; however, even using ADMM that would be a costly calculation. Bulk properties like lattice constants are often correctly predicted by GGA, and so you might consider simply optimizing the lattice constants at the GGA level and then passing the calculation to HSE06 after. This will depend on your system, but give it some thought.
(2) This is a little opaque yes. In general, I believe that you don't have to worry about the convergence of the ADMM basis set for 3 reasons: (1) the ADMM has been demonstrated to perform well in many papers in the literature, and so the use of ADMM will not be questioned by many these days. (2) checking ADMM against the primary basis is absurdly expensive, to the point where it is often impossible to check. You can check the convergence of just the auxiliary bases by comparing the energies different auxiliary basis sets to one another in a series of static calculations if you want to be thorough. (3) You have already committed to sacrificing a tiny bit of accuracy by using the ADMM instead of the primary basis. It's the compromise you make in order to run large calculations, and so you shouldn't expect it to perfectly reproduce the primary basis, but it will do a decent job.
(3) The band gap can be read off by setting the SCF solver to OT and then turning on FORCE_EVAL%DFT%PRINT%MO_CUBES. A minimal working example of what I mean:
&FORCE_EVAL
&DFT
&SCF
&OT
&END
&END
&PRINT
&MO_CUBES
NHOMO -1
NLUMO -1
&END
&END
&END
Hope this helps.
-Nick