I'll answer (best I can) in order of your Q's...
Buying non-VW bumpers can mean a bit of modification to get the fit perfect, but nothing major. I'd check that replica has a heat shield about the exhaust area, as the genuine R32 has a centre mounted shield. Not really worth worrying about, but my girlfriends exhaust is millimetres from the lower valance, so glad its there!
I believe they would unless you get R32 skirts, which are smooth already. You'll want some 3M adhesive tape if you're going to fit yourself, see how-to guides on that.
Hopefully no, but touched on this above. If you want genuine R32 rear bumper part numbers, check out my project thread (shameless advertising!)
Colour coding parts is preference, so if you think it needs more then do it.