You say you are reading the manual, but at least some of the answers to your questions are pretty easily found there. An index would be nice, I agree. But the table of contents is not hard to skim.
1) Loopback - see page 79
2) TRS and XLR wiring - see page 97
3) XLR and TRS outs are all the same, just different jacks. I run my main monitors on 1/2, and my second set of monitors on 3/4
As for not seeing ADAT signals, the UFX has options to limit the types of signals it sees. This is a way to reduce bandwidth to ignore any signals you don't need. One of these options is to ignore ADAT and AES signals, so if you are set up that way it would explain your situation. Open the UFX settings panel (not TM, but the other RME icon you see in the task bar at the bottom right of your screen). The icon is yellow/orange. You'll see options for "bandwidth limit." Make sure you select the option to use all ADAT and AES inputs.
As for routing within TM, it can be confusing at first, but intuitive once you play with it a little. First thing I would do is click the box to use submix view. It is much easier to navigate. That way, when you click on any outputs, all of the faders, pans etc. for input and playback channels apply only to that output.