Well... load both the GBA and DS games again and save in-game again, then give it another try. Also you should make backups of the saves just in case before the transfer.
Plug the IVs/nature into the main window in RNG reporter. Method 1 with seed of 0. You'll want to use a starting frame of higher than 1 depending on how many frames you're at.
Yeah pretty much stand in front of it and wait. You'll need to solve the puzzle thing up until the last time you press A though. Takes something like 500 frames for the spread to be picked after pressing A.
Yeah I think you can make an infinite search. Or you can take the decimal PID into Pokegen and put in the TID and hit Generate shiny SID repeatedly.
I'm not sure if I would be allowed to tell you how to do that last part here but there is a thread... somewhere in the RAM section at Project Pokemon regarding lua scripts.
Well... the TID can't be controlled but it's determined at a different time than the SID is. So make a save state sometime after you enter your name at the name entry screen (preferably at Birch's last line in the intro). Get to the truck so you can see your TID then load the save state. Find out an SID that works with your TID and desired PID (Pandora's Box for 4th gen works for that). Take the current PRNG value at that save state, enter it into the Researcher tool as the seed (selecting LCRNG (it's the default), and for Custom 1 choose 16 bit high * 1 and don't check the box for hex). Max results can be whatever. Export that to .txt and search through that custom 1 column for a value that matches your SID and the frame number for that line is how many frames you have to advance to get that value for your SID. It takes about 75 frames after pressing A to get the TID/SID determined on R/S from Birch's last line, no idea in Emerald.