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Remove the entire SF installation, reset the window layout of Unity, and reinstall SF, and it should definitely work :)
Param in UDK is the same as SFs Properties (The green nodes)
In this case, they are float properties.

UDK's Reflection vector = SF's view reflection vector, transformed to tangent space from world space

UDK has most of its vectors in tangent space, which means you may run into issues using vector nodes. SF has them all in world space.

As for the screen position, I'm guessing you can use one of the depth nodes instead of the B channel of screen pos
Give me a list of UDK nodes you can't find in SF, and I may set up a wiki page on it :)
I think there are .zip files containing plugins in the Skyshop package. Extract the Shader Forge one, if it isn't already extracted, and then restart SF
A few things:
1. Are you sure the SF plugin of Skyshop is installed?
2. Have you restarted SF after installing Skyshop?
Not exactly sure that the issue is, but, shadows are always cutout-style, there are no soft shadows, apart from the post-effect soft shadow you can do in Unity pro. It's still a somewhat harsh effect though. Is this something you don't get with Unity's built-in shaders?
I'm unable to reproduce this. Which version of SF are you using, and could you give me an exact step by step guide on how to trigger this bug?