1. I don't think so. But not sure. Maybe they will, like they do with kde 3.3 for Mandrake 10.1, means it will not be available for installation process, but you will have to install it after the install of Mandrake 10.2 is finished. But its really a nightmare for you if you are not used to upgrade your KDE frequently.
2. Yes you can try at least, but it will fails most of the times, because of dependencies modules names that changes between distribs. You must wait for kde 3.4 rpms to be out from mandrake. And you can contribute too by doing rpms for mandrake now. But it requires dependencies knowledges to do a good rpm without bugs (there is only a few bugs-free rpms).
3. The good way, you surely knows it, is to "Configure Your desktop" with right-click on the desktop, "configure the desktop", then select the second tab in the left "Behavior". Here you can browse the Third tab in the top "Icons of peripheric" (or peripheral icons..? probably...). There you have to check/uncheck the icons you want on the desktop.
And if you tried this and it is not working, I can't help you sorry.. I did have the same probs but since I upgrade my KDE frequently I found no more icons probs. So, maybe its just an old kde bugs. I Said maybe! be carefull
Its maybe a actual bug too
4. Resize the name column, and you get cutted names. Its not the same, but hey, I don't know how you can get more than that..
and last: mandrake is not the best. I use mandrake, and I like it, and I can say that it's definitively not the best distrib. Gentoo is surely the best and the most "I can install what I want" distrib.
Anyway, I think everyone should try at least once each distrib before saying that one is the best. After that, you can say what you want I don't care
But there is so much distrib that you will never end trying new
Have a nice day!