Hi and welcome to the addiction!
The only mods you can make is for sounds. They're made using FMOD. Only those having the same sounds installed can hear them. Another type of mods available for players is skins. There's some rules about historical accuracy for those to be published.
Clouds can't be added to the online game. If you like that kind of stuff, the Terrain Editor allows you to make new maps including clouds. If you're very good at it, you can even get your map published and into rotation.
All of the players you see in the online arenas are real people with the exception of Mission Arenas, where the AI players are named AI##. As you've noticed, you can't see the name of enemies and that holds true even for the Mission Arena. The enemy can as well be a real person.
After the two weeks trial you can still fly offline as much as you like. There you can also fiddle with arena settings like winds, hardness of objects, ammo loads etc. There's also free online arenas.
People have used SweetFX, there used to be quite a lot of discussion about it during the transition from AH2 to the current version.
If you go to Clipboard>Options>Controls>Map Controllers and choose your stick, double pressing a button (or choosing with your mouse) will open a list of available functions. Zoom In/Out are under View on the list. For the most part you don't need any dedicated software for controller setup. Some like them, though, if they want to use macros.
External view is available in bombers and vehicles only in the online arenas. The default button is F3. Offline it's available for all planes.
[Edit] Lusche the Lightning Finger beat me, again.
