Hi,
a) Yes mass actions are working for HikaShop object type only, because we developed plugins only for HikaShop tasks.
b) The users are managed with the mass action for the Joomla part too, addresses are only the HikaShop addresses.
c) You can do everything you want, use the base of the mass actions but add actions on other things than HikaShop if you desire.
d) The main mass action plugin is a system plugin the other ones are HikaShop types, but all the current functions require the HikaShop component because we call functions in a class of HikaShop.
e) To add a new object type you have to read the last part in the given link
f) The taxes are not yet handled in the mass actions but if you create a plugin, yes it's possible.