(SPOILER)It's made obvious throughout the game that Auron knows Sin is Jecht, and in some way Jecht can communicate with Auron See; "Are you sure?" in the opening cinematic. As for the latter part Sin is part of the construct that houses Yu Yevon, which in turn summons Dream Zanarkand, so Sin being able to reach it is no big deal.
(SPOILER)I believe this was purely for aesthetic purposes. The idea was you knew something is attacking but you're not sure what. You don't really get a good look at Sin until the Mi'hen Operation. It all adds to the mystery that is Sin
(SPOILER)I'm not exactly sure what you mean. Sin is a construct of pyreflies much like the Aeons/unsent/fiends, so his appearance can be twisted and manipulated to the whims of it's creator; in this case Yu Yevon. If there is indeed a building on his back I for one haven't seen it.





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