This is a list for questions about the API, not a specific implementation. You're more likely to get answers if you ask on a firefox development list. That said, I'll try to answer what I can, but please realize that I don't work at Mozilla and these are not authoritative from that respect.
1. I believe it's stored in urlclassifier3.sqlite in your profile directory for Firefox, but am not 100% sure. Again, ask Mozilla.
2. Not to my knowledge. The goal is to keep the list up to date such that when you do browse, you're browsing with an up-to-date list for protection. Again though, ask Mozilla.
3. If by "supercookie" you mean the message authentication code (MAC / wrapped key) a MITM could block updates but should not be able to insert/remove a specific site from the list. There's now an option to use the protocol entirely over HTTPS and ditch the MAC / "wrapped key", which is now in use by Chrome. As for Firefox's plans to migrate, again, ask Mozilla.
4. Depends if you mean "deleting the database Firefox stores" or "the protocol sends instructions for the client to delete its data", either way though eventually yes the client will download fresh data, for more detail you're better off asking Mozilla about their implementation.
5. No, you can request a new MAC key w/o invalidating the previous list data, but it's probably easier just to use the protocol over HTTPS and not use MAC keys at all. I notice that doesn't appear to be reflected in the documentation though... we should update that.