1- ok, but make a backup before you edit with notepad
2- after editing, exit notepad and just save when it asks you
3- ok
4- edit re-converted mdx in mdlvis, as you typed
and it should be alright, but how they'll behave after that 'multi-attaching' is just your bit of trial and error
as for other questions, helpers are also nodes, that probably serve some purpose in regular game models, but really do havoc with our editing tools, especially those who merge geosets and rig mesh, causing them to either crash or have model parts flying around and attach to other models ingame... yeah, weird stuff
that's why it is always helpful to convert all the helper objects to bones, you just don't have to worry about crashing while you work. ALTHOUGH.. mdlvis makes helper objects as well, so you're always encouraged to re-convert and replace, whenever you see those lill 'speech bubbles' with letter 'i' in the model editor's node manager
as for milkshape file.. i'm not sure.. i had to re-install my system and don't have milkshape atm