Mandingo609

1) There is no way that I know of to do this. Your only option is to set SageTV to not delete partial recordings, but you will have to go and do that later on manually. It could get messy if you're a channel surfer. It's in the SageTV manual, PDF.
2) HDHomerun is my reccomensdation for Over the Air or ClearQAM (unencrypted Cable) streams. With ClearQAM you may be limited to just the OTA channels anyway, for the most part. Another HD PVR would certainly help, but keep in mind you will need to rent another set-top-box from the cable company. If you do, stay away from a DVR box as you will nto need the DVR anyway.
3) Look in the SageTV PDF Manual for setting your recording directory to UNC paths. OR, map your NAS drive in Windows and used your Mapped Drive letter and directory as your recording directory.

Good Luck

Any more questions, send me a PM.