1) Only when locked in close combat. Screening is no longer a part of the game, as per 4th Edition rules. They can force a target priority test, however.boesak said:
2) They only need the Orb when hit by power weapons or things that instantly kill them - they normally can't WBB from these things, but with the Orb, they can. WBB, otherwise, works.
3) Nope. You might consider converting Warriors to Immortals, using GS.
4) Yep, when used correctly. Though, they are a bit more forgiving than other armies for newer players.
Hope this helps!