Hi,
1. You can create one tax rate via the "manage tax rates" button of the menu System>Taxes with the percentage you want for the tax.
Then, create a tax rule in the System>Taxes menu and select that tax rate, the "default tax category" and the state where NY is located.
Then select the default tax category in that product and no tax category for the other products.
Now if the zone you want to tax doesn't correspond to the NY state, you'll have to duplicate that tax rule and use the post code setting to restrict the tax rules to different post code ranges.
2. The URL is generated with the alias of the product, not the name. You want to change the alias if you want to change the URL. If you have the "force canonical URLs on listings" setting activated in the HikaShop configuration, you might also need to change the canonical URL of the product.
3. Yes. First, create a shipping zone via the System>Zones menu and select all the countries except yours in the "sub zones" listing of the zone. Then, create a new shipping method of the manual plugin via the menu System>Shipping methods and restrict it to that shipping zone and enter the fee you want in the "price" input field of the shipping method.
PS: For something which isn't directly related to the subject, please open a new thread. I'm moved your subject to a new thread for you.