[Mithadan]

1. No, though this means nothing. He could have had a wife anyway.
2. My guess is that, unless incarnated Maiar would not suffer from cold or hunger. However, there is a distinction between being "clothed" in a body as the Valar were and being incarnated as the Istari were. The Istari would need food and could suffer cold. You might want to look at the Valaquenta though. There is a reference to the Valar eating either there or in the Silmarillion where a festival is discussed.
3. I think Curumo was his name in Valinor though I don't know the language.
4. Ditto.