Hi – it’s exothermic, and is thermodynamically favored.

Thermodynamic control is when you can choose the product distribution of an equilibrium mixture by changing the temperature. There is no equilibrium between the Grignard product and the starting materials.

Yes – that would work, as would doing lithium-halogen exchange (e.g. with t-BuLi) and quenching with water

That would be a really bad synthesis design, since it’s unwise to have so many functional groups present on the same molecule. But between these, aldehydes are likely the most reactive.

Usually doesn’t work out the way you want it to (i.e. substitution). Electron transfer followed by reduction of alkyl halide and elimination are both common side reactions. Depends on identity of alkyl halide and the substitution pattern.
Even with a cuprate (Gilman reagent) getting a substitution reaction to work on a secondary carbon can be very challenging.