Yes the folder smoketests/deterministic contains an example of scenario based hazard and risk assessment.
Currently, the scenario based calculator outputs only the risk results. Hazard results (the ground motion fields generated by the rupture) are not saved to file. This is certainly a useful feature that we will need to implement in the next future. Thanks for pointing it out.
Regarding your second point, there is already a blueprint (https://blueprints.launchpad.net/openquake/+spec/set-sites-computation) about enabling the engine calculating hazard and risk on a set of sites irregularly placed, rather then on a regular grid. In particular, the idea is to give the possibility to perform the risk analysis exactly on the same locations specified in the exposure model. This feature should be available in the openquake version 0.4.3.
Sorry for the late reply,
Damiano