Can't do much for 2 or 3, but from what I understand, having to resynchronize the wii remotes every time depends on what bluetooth adapter you're using, and has almost nothing to do with Dolphin itself (though I could be wrong and the devs would know better than I). I don't know if the DolphinBar supports remembering pairings..
Like JosJuice said, there's nothing that you need to do to save your settings. Dolphin stores all the settings in a common folder (C:/Users/%username%/Documents/Dolphin or something similar to that). Installing a stable version doesn't actually change this folder at all, it just creates it if it doesn't exist. And downloading and unzipping a dev version won't touch that folder either, so all your settings will stay intact, even between different versions of Dolphin! One thing that you might need to watch out for is that if you're using multiple different versions of Dolphin at the same time, they'll all use the same common settings files, which could cause problems if settings change between versions. If you want to avoid this, or just want Dolphin to be all contained in one folder anyway, you can install/unzip a new version of Dolphin and then create a file called portable.txt in the same folder as the executable, which will make it so that Dolphin only uses files from the folder that it's in (and folders within that folder of course)
Like JosJuice said, there's nothing that you need to do to save your settings. Dolphin stores all the settings in a common folder (C:/Users/%username%/Documents/Dolphin or something similar to that). Installing a stable version doesn't actually change this folder at all, it just creates it if it doesn't exist. And downloading and unzipping a dev version won't touch that folder either, so all your settings will stay intact, even between different versions of Dolphin! One thing that you might need to watch out for is that if you're using multiple different versions of Dolphin at the same time, they'll all use the same common settings files, which could cause problems if settings change between versions. If you want to avoid this, or just want Dolphin to be all contained in one folder anyway, you can install/unzip a new version of Dolphin and then create a file called portable.txt in the same folder as the executable, which will make it so that Dolphin only uses files from the folder that it's in (and folders within that folder of course)