I've found myself wondering many of these things myself, but I believe I know
the answer to question number three.

+www.website.com* would download www.website.completeness or
www.website.com.gif (if such files existed) for example but I don't think the
wildcards expand beyond "/" in addresses. So I don't believe +www.website.com*
would download "www.website.com/bacon.jpg"

I've been downloading photos from a website that the last two sections of the
URL are seemingly random, so I've been using. +www.website.com/folder/*/* to
capture them all.

Hope this helped a little bit, I hope more people reply.