1) He was supposed to throw the Exile on the Hawk as the planet exploded (no idea if it remained intact), but there's no vid or animation for this.
2) Some people believe he was killed going with HK-47 to the factory. Personally however I think they wanted to keep it mysterious, to allow him to appear in KOTOR3.
3) You probably missed the biggest part of TSLRCM, yes :/
4) Not entirely sure on the question, but as Dark Sider you obviously wouldn't want the Force to die either, if only because it's not really much of a World Domination if everything besides you is dead.