3) Can you click on the preview window and have the preview open in a browser window?
What is the address in the address bar when you try this?
4) How are you applying the style? In the Design section of Form Builder? I am not able to reproduce a problem with styles I apply to the captcha element in the design section of form builder, when I reenter the wizard using the Edit form or Edit Design controls in the property inspector, the previous changes are retained.