1. I don't think he did; instead, he tried using binary code to tell Murph/Cooper to "Stay", which is what Murph wrote in her book. He's telling himself to stay, and not leave. Of course he doesn't listen and goes anyways. Now, how this gives him the coordinates to NORAD, I'm still not sure. Will require a 2nd viewing.
2. Yeah pretty much; not even top scientists like Kip Thorne, Stephan Hawking, NDGT, and others know what exactly happens when you enter a black hole, so in essence this gives Nolan free reign to essentially make happen whatever he wants happen; by going into the black hole, Cooper entered these other dimensions. Which again, since we really don't know what happens when you enter a black hole, could logically happen. We just don't know
3. This I can't quite remember; when I was watching it during the movie happen, I remember(I think) understanding what was happening, but now I can't remember, so I'll have to watch it again to help understand that part better. When it does collapse though, yeah I think it's just him floating back through the worm-hole, and on the other side, he ends up back floating next to Saturn, where the worm-hole was at the movie's beginning
4. Yep he's on a new space station; I've read up on these kinds of space stations in the past. It's something like a "Bernal Sphere". Essentially this is the kind of space colony/station we'll most likely be building in the future. It's a circle, because it spins to generate 1G gravity; it's the same concept as was in the Matt Damon movie "Elysium". Not sure if it's situated near the sun, because of how bright it was, or if it indeed is next to Saturn, since that is where Cooper was found. I've provided links to pics below on these space colonies