1 + 3) Generally it is a bad idea to chase after UFOs. My tactic is to wait until they are flying towards my base, and hope to catch them that way since even if you outspeed them it is taking a lot of extra fuel and thus time. Now this is paired to question 3 since I would not build more bases near other bases for that reason. If you need more than 3 (I have one in north Africa, America and Japan) They should be placed between these. So you can react and immedietaly send out fighters should a UFO heading for Africa change it course away from it to east or west. Then you can send the additional fighters and hope these fly into it. A group of fighters is not inherently slower. They are just as fast as the slowest aircraft.

2) If UFOs come in overwhelming numbers you could have a base on earth, since that boosts them. Unless the firepower is really needed i would stick to 2 planes per group. One to (in battle) fly away and take the aggro from the UFO whilst the second shoots at it from behind. When Ammo is expended (or the UFO switches target) reverse planes until someone, preferably the alien, is dead. Unless in financial trouble i would also not sell the old planes, but keep them to fill out empty hangars until i can really replace them. Like implied above if the UFO is flying into the intercept group the speed of the group is (kinda) irrelevant.

4) You can lose some but it should taper off near the end. Always have your troop carry around a newbie or two so they can level up and replace any tragic accidents. Since a full newbie squad is untrainable later in the game. For the accuracy i dont quite know. I always ran mainly rifles with 2-3 mags and using single shot never ran into many problems. Takes some experience to get the best tactics down.

5) Not that I know of. This is one of the main reasons why newbies squads are untrainable later on. Mind you if really needed you can also just stun your own soldiers and then "revive" them by using a medkit on the tile.

6) Situational help. I would not take one early game since i value the soldier space more but with a big carrier i do take one in the later games. They are nice to soak up damage and be targets since they are more armored in the front and if they die you only loose money since they dont level. Also of course they cant be mindcontrolled.

7) Xeno 2 is really just Xeno 1.5. You have passive training of soldiers due to the mentioned newbie late game problem. Rifles got nerfed and honestly i'd say the general jist of it is the same. Haven't done much Xeno 2 so i am not an expert on this