Hi,
1. That's already working like that. Emails have a download link with a special token to authorize the download with the customer paid with the guest checkout.
If that's not working for you, then either you have an old version of HikaShop where this was not supported, or you've customized your emails basing yourself on old versions of HikaShop.
So make sure that you are up to date and that you have recent versions of the emails in the System>Emails menu and it should work like you need.
2. Yes. If you set some weight for the product needing shipping and no weight for the others, and that you have the "force shipping regardless of weight" setting deactivated in the HikaShop configuration, it will remove the shipping address for the products without weight and only the billing address will be asked.