Yes, you can change the colours but you'll have to edit the textures in a graphics editor that understands the alpha channel in TIFF files. Packages like the GIMP, Corel Painter or Photoshop will do it. The texture to edit is called symbol1.tiff in the pixels
folder of the Adanaxis data files and you need to re-colour the blue dot without changing it's alpha channel. There's no easier way to do it I'm afraid.
Yep, the caravan is tricky, but you can always blow up one or two of your own ordnance carriers to get the weapons they're carrying
There are a few ways to approach this one.