Sorry to hear, man. GL with everything
1. Only the dealer can do programming, and it's pretty expensive ($300-400 IIRC).
2. Yup. Should save you some $$$. And if you had a 2009 fob, you can upgrade to one with a Z logo instead of the Nissan logo.
3. You should probably call your insurance company. My guess would be no, but you never know until you ask.
4. I dunno. Seems like the physical key would still work in the door regardless of programming. But I guess they wouldn't be able to start the car if it were reprogrammed.