1. Correct. Yes, they can be returned because the hand is the destination and is thus not being targeted.
2. Correct. Yes, but you don't have a choice either way. Cards, including triggers, only activate one at a time still once they are being triggered. The first Plot goes off, and insteads the dominant's effect. By the time the second would trigger, there never was a rescue or discard by a dominant; instead means that it just never happened. So by the time it could go off, the second one has nothing that would make it do so. If they played SoG/NJ, you have no choice and must instead both, but if one is played and you have 2 Plots, only one will complete.
3. Correct. No, it is not CBN. The gaining of the ability is CBN, as that completed in a previous phase (unless it is negated in the battle it ways played). Otherwise, the rule that gained abilities are CBN only applies to set-asides.
4. Both correct. Yes, to the question being asked.
5. Good question. Normally, a 'may' is transitive through the rest of the ability. However, it is on one side of the cost-benefit and the 'and' is on another. As such, I agree with Luke that you must do both if you pay the cost, as they are separate and do not both benefit from the 'may'.
6. To answer both of these: He is protected by Ananias activated in battle. If Paul is in territory by the time that ability activates on Ananias, then he gains 'protected while in territory' status. If he is not in territory for some reason when you hit that ability, then he is not protected if played down later. Then, once he leaves for any reason (including to enter battle), he loses that protection. He has not remained in territory, so it ends. Even if you set him aside yourself, he now loses that protection, because he did not remain in territory.
