Hi McKaby,
1. The Nothing to Redo message is a bug in WS+, however nothing that impacts the functionality. The script simply references the wrong message (i.e. only the wrong text is displayed.
2. Undo sometimes works, sometimes doesn't. I usually start a new savegame and Undo is the first thing i try. If it doesn't works i just start over until i hit a state where it works and then it works for the entire play through.
3. That sometimes items disappear or you can undo once and not again and some other quirks are problems with your load order. Especially if you use multiple mods that edit the same area. For example if you use Clean and Simple Settlement Startup and Build High you must ensure that Build High loads after CAS and just before Scrap Everything and that Scrap Everything is the last mod in your load order. If you swap them around then weird things happen. You can undo once but not again. Best thing to see this is to check the form-ids afterwards (i.e. open the console and clicking on the offending item). You will see that the ID suddenly starts with e.g. ff. ff is usually used by the engine for dynamic objects placed by scripts when i understand it right. For these items there is however no scrap recipe so you can't scrap them. Again, juggling your load order around will fix these issues.
4. Neither SE or SS add anything to the Mechanist Lair. So having double walkways indicates to me that you have another mod changing the Lair, for example a build area expansion by chance and possibly even yet another mod? Here again, load order will most likely solve the issue. But noted that, there are also mods out there, which are, how to put it nicely, not functioning. Trying another mod might also solve the issue. Said that, if you follow some instructions of some mods, they recommend to globally disable PreVis and Pre-Combines via certain INI Hacks. If you did that, you can get some really strange effects and bugs in your game, plus the massive performance issues in some areas for certain.
Best if you revert the changes and swap to mods that disable PreVis and PreCombines on a per cell level, such as Build High for example. On that Note, if you scrap any precombined mesh in any area with scrap Everything, Pre-Vis and Pre-Combines will be disabled automatically by the engine for that cell. This may cause the issue that you suddenly stare into the void and the world seems to disappear before your eyes. A problem you won't be having with BuildHigh as it also changes the cells around the affected area with regards to the PreVis. Generally said the game has PreVis and PreCombines there for a reason and Bethesda did not do this system without some thought, disabling them will definitely have an impact. But if there is a right and wrong method to disable them, then using Build High is certainly better than disabling them globally. Not that the modders of the old mods were wrong, there just wasn't anything else anybody knew about how to solve the problem and the errors started way later in the game so nobody knew the why they happened.
With regards to multiple mods chaging the same area, lets assume you have two mods. Mod 1 disables a tree and moves it way below the map so it will never pop up again. It also places a different, new tree there. Now mod2 re-enables that tree again and restores its original position and state. You will suddenly have two trees there. By loading mod2 before mod1 you however will have solved the issue.