1. He probably knows that she's trying to steal your Materia since that's what the entire town wants from you.

2. He's supposed to be a ninja. Maybe that's the best Square could come up with for ninja sounds. (Like what Bruce Lee does when he's fighting, even though he's not a ninja) Wwwwwaaaaaaaah!

3. I don't really know what you mean by this. I don't recall ever seeing it, but it could stand for mountain or maintain. That's all I got. Sorry if that doesn't help.