1. Look out for "Timestretch". If this is enabled, you can also set speed on the pitch screen.
2. While selecting some non-Euro region during setup will allow significantly higher volumes in the OF (the "Normal" volume setting is very limited these days, it'll barely even drive some HD590s adequately), Rockbox actually even goes a tad louder still.
3. The OF has never changed any folder names on its own for me. Certainly not in MSC mode.
4. Blame the OS, not the Clip+. That being said, the file browser in Rockbox does allow things like deleting files.
I'd say just go ahead and slap RB on there. It's dead easy, you only need an original firmware BIN file and the Rockbox Utility. Preferably look at skins and get the font pack though, since the default setup seems best suited for pilots and other sharp-eyed people.