1. You make a copy of some of the game's data files, throw them in a mod folder, make changes to them, point the game to use mods and that particular mod folder.  Observe the results.

2. Beats me.

3. The shipyard allows you to create new ship designs while you're playing.  The ship designer allows you to do this from the main menu.  First you pick which size of ship you want to design, and then you add modules to it.  There are two categories of module you can add to your ship: functional and cosmetic (called Extra in the game).  Each module is placed on one of the red hardpoints which cover the hull.  The cosmetic modules themselves have hardpoints you can attach other modules to.

4. You can only customise techs for a custom race (so, the techs for the stock races are fixed).  You can only customise personality for a race played by a computer opponent.  However, if you save a race which you have customised with your own description, you can load it as a custom race to play, but personality is essentially an AI thing.

Can you play as the Arnor or the Dreadlords? Is it possible?

I bet I saw somewhere trick for playing Dread Lords! ok, got it

https://www.galciv.wikia.com/wiki/Cheats_and_keyboard_shortcuts

"To play as dread lords: creat a new civilization called dread lords, leader lord dread, portrait the guy with the hood on, the sign is the fire ball, the planet amalda. save the civilization and load another, then load the dread lords again, and it should be a "major" race with racial abilities and the dread lord hull design.play the galaxy, click turn once, and their race will be just like the dread lords against you. one problem, they have a bad economy."

How can I see what components are on a ship design?

there are little Icons in the top left hand corner of the screen in which you can see them.

yes it does work except when you save you hit the clear button and you get there ships.