Issue 3 was occuring because, what was kicking in wasn't "increase the window size upon increasing the zoom", but rather the more-general check of "make sure the window size is at least 320x200 x <zoom>". A window that was already this size or larger would not have resized.
I've changed this so that upon changing the zoom, the window always gets resized.
Also - I've now made it so that the change occurs as soon as the config menu is exited, rather than delaying it until the main menu screen is exited. And even better, I fixed that bug that made the game stop working upon a change between windowed and fullscreen mode, so it is now possible to change between the two without restarting NeoLemmix.
A change to the "Use Smooth Resampling In Menus" still doesn't get applied until leaving the main screen - which now that I think about it, could have been why you thought there was a bug there?