1. Feeding live is perfectly fine as long as it is supervised
2. very bad idea, who knows what that mouse has gotten into/parasites it carries. (What if the mouse had recently eaten some poison? that poison is now in your snake)
3. Feeding a ball python in their cage is actually better than feeding in a separate container. Cage aggression (a snake getting aggressive because of being fed in its cage) is a myth with no merit.
1. I only feee live so I can't say but I wouldn't be too concerned
2. A snake eating a small amount of substrate shouldn't cause any problems
3. Your snake was probably just striking at the heat produced by the light.