To the first set of numbers...
1) The easiest solution would be simply to get married - no-one except the two of you, two witnesses, a solicitor and Immigration need know. Then you get a Dependant Visa and can live & work freely here.
2) That's irrelevant to an Employment Visa, and it would be your wife's financial situation that would be relevant if you were to get married. Note that if you have an Employment Visa you may ONLY work for the company that sponsored it. It would be illegal to do any other work (even just self-employed).
3) Presumably she is currently living with her parents... If you were to get married and get a Dependant Visa you would need to be able to show that she (not you) had the money to be able to pay the rent.
4) The key thing they have to show is that they have a real vacancy paying the true market rate, and that they have tried and been unable to find a HK Permanent Resident who could do the job.
To the second set of questions, all the details are on the ImmD website here: The Government of the Hong Kong Special Administrative Region - Immigration Department
If the company has never sponsored someone before then they will need to provide a fair bit of detail to ImmD and the process will take a while - allow at least 3 months.
Tax is capped at about 15% of salary each year; it's less than that if you earn less than about HK$40K/month (depending on whether you are married, what your wife earns and so on).
Again, if you get an Employment Visa the ONLY work you may do legally is for the company that sponsors that visa.