Hi,
2. Regardless of where the order is created, all the emails have the shipping address unless no shipping method is selected. So make sure that you selected a shipping method.
1. 3. 4. The order edition interface is first meant to be used to edit orders, not to create new orders. So yes, it's not really adapted to creating new orders. It's something that was added later on as some people needed it.
5. The workaround is to actually create the order for the user on the frontend of the website, as if he was doing it. That way, you get all the normal features of the checkout like the shipping fees calculation, the address of the user being used automatically, the possibility to add multiple products from the listing (if such page exists on the frontend) and use the billing address as shipping address.