1) That depends on what you mean as a road. As per the terrain suggestions on what a actual road is a 6-8" wide road section that "runs from one battlefield edge to another". Nowhere does the rules say it must be straight.
Nor does it say it must go from one edge to the opposite edge either. Just one Edge to another Edge.
(I have actually made 12" long 8" wide road sections out of foam board, lollipop sticks and a whole lot of wall filler/spackle both in straight sections and bends so I can have rolling roads sections.)
The Rolling roads rules actually don't mention roads. Every end phase you move your models and terrain 8" towards the trailing edge, then place new terrain. Roads themselves are a special part of the Battlefield surface.
Of course you could just keep the road going straight to keep it simple but nothing is stopping you from introducing bends and curves in the road to shake things up as your battle could conceivable drift off road to add drama.
As I described above you can make your own road sections. It looks better than just laying out string or similar, it raises the road above the tabletop so looks like a actual feature.
2) Yes if the fall is less than 3" no damage like a normal fall. However after resolving the fall itself your fighter is deemed in contact with the vehicle so will need to pass a further initiative test to avoid being run over by the vehicle. The damage table for vehicles damage and falling has all the same numbers but when being hit by the vehicle it is based on the movement value of the vehicle not how far it has moved. You could end up taking no damage from the fall itself but taking a hefty hit from the vehicle it self. (The direction of travel of the vehicle does not matter just if your fighter is within 1" which any fall would be).
3) that depends on your models actual transport bed. The transport bed option is a open topped option that can only hole the models you physically get on. Should thier be railing or panels that would stop the model in normal Blaze circumstances then they Stop your model as normal. However if they scatter and jump off a open ledge or a railing that would normally give you the risk of falling then off you go.
4)It is pretty tanky. A bit of rules to sell models. You can lose more than one HP per hit.
A high damage weapon allows you to roll more Damage Dice (they should have called it Vehicle Damage Dice to distinguish it from normal Damage but hay ho). You roll all the damage dice and pick the dice result from what you rolled so a plasma gun on overcharge has D3 so you roll three Damage Dice which increases your chance of a penetrating or catastrophic hit. Those bigger results can result in two HP damage. Along with other effects.
In particular most of the effects such hits include a loss of control test. If that test is failed then there is a 1/6 chance that the right will roll (1 roll face in the D6 Control dice). Should the vehicle roll it is among other things Wreaked and reduced to 0HP.
Take the following example. You have a juve with a lasgun. You have two targets to pick from, a 3 wound T5 leader with carapace and a undersuit and a Cargo8-8. You hit.
If you pick the leader you need a 5+ to wound and then they have a armour save.
If you pick the rig it's a 6+ to wound and the same armour save.
Assume either fail the armour save.
The leader suffers a wound, gets up and blasts a bolter at your head.
The rig however has more involved and it could be worse. You roll your Vehicle Damage and Location dice. Your lasgun had a 1/6 of scoring a Catastrophic hit, all of which trigger a Loss of Control test, and Drive and Engine tests trigger one as well. If that test is failed, over half the time some have penalties, then there is a 1/6 chance if triggering a Roll. Which takes out the Rig.
While it involves a lot of luck and stars aligning a single puny lasgun shot can wreak a fully loaded untouched Cargo rig while a single lasgun shot can't take down the boss i mentioned.