1) Yes, you have the phpEd.cfg file in your phpEd directory. It is XML though, and I advise backing it up first, in case you miss and blow up the editor
2) The same file. Although i would save *.cfg *.ppw *.ppd and *.dsk from the directory. If you want to save the window layout and a bunch of other preferences, you'll need to export HKCU\Software\NuSphere\PhpED3.3 from the registry as well. Afaik that will get you a complete backup for the settings.
3) There is, Ctrl+k followed by F for uppercase or followed by E for lowercase. These are the dDefault Visual Studio .NET shortcuts, you can always change them below Tools / Settings / Editor Shortcuts. Unfortunately these only affect a single word. Something I would like to see improved to.
4) Don't really understand what you mean by that.