It is, sort of: https://www.youmagine.com/designs/ultimaker-2-source-files#information They release designs and code but not CAD files.
Having previously had a RepRap that required endless fiddling, we realised was costing more in time than it saved in money. So we wanted something that worked out of the box. The files released mean we can repair it or fix bugs if we have to. Compared with most other equipment the software isn't terrible, so we haven't needed to go near it.
You can, but the little ATMega inside doesn't have a lot of RAM so the PC has to feed it gcode in real time. It's also a USB-serial thingy so not too quick. Octoprint supports it. It is possible to send gcode to save downloaded files to the SD to save pulling the card - I haven't tried that.
Yes. I imagine it's the same for any printer.
All this is done in the factory. You do have to level the bed when it comes out of the box, but there's a step-by-step guide on the LCD.
I haven't tried changing the nozzle; they were experimenting with a dual extruder Ultimaker 2 but it turned out not to be good enough, so they didn't go into production. Getting the spatial thing right so they didn't bump into the thing they just printed turned out to be trickier than expected.