**disclaimer... this is my opinion from the limited time I've had the D-2000 (not W model) and as a total uw photog noob...
1) I have the older model with only the optical connector. no grease needed. not sure about the newer W model with the eletronic connection.
2) I usually keep it in e-ttl, but sometimes I will need to dial it down a bit if I find its overexposing.
3) Can't answer that. I have a Canon S70. I can ask my colleague who has a 7070 and a D-2000. But I think you're right about the setting for the Oly supermacro and ext. strobe. I think the Oly preflash is disabled in supermacro.
4) use 100 or 50 ISO. less noise
5) I always use the diffuser. the only exception is if I'm trying to crank it at full power at something far (beyond 2-3m away?)
6) you can always switch it to manual and then dial in the exposure manually. Not sure of the benefits of using ext auto.
7) yes and no. If you have no other focus light, then it will be handy to light up your target, but this may result in back scatter as the strobe with then be pointed directly at your subject. Do a search and most people will recommend you aim the strobe off centered to avoid backscatter. This maybe less of an issue when doing very close up macros but will be problem when you have more water between you and the subject.
8) My left wrist has gotten bigger...
never tried the strobe arm float...
9) no adjustment needed as the D-2000 will be reading the camera's own internal flash setting for its exposure setting. * but you might heed Inon's recommendation of using the low e-ttl setting first. then adjust up or down. if its not enough, then move it up to the normal e-ttl setting.
If you're new to external strobes, I would set it on the ettl setting and just take a LOT OF PICS, review then on the camera lcd, and adj the strobe if you find it over/ under exposed...
hope that helps.