1. Road is paved throughout, park is beautiful.

2. You can totally find a place to camp without having to use the official campgrounds. The park is heavily wooded. This is, incidentally, not exactly adherent to the park rules, but getting away with it is of course easy. (Official disclaimer: This is not an endorsement, for those who get their panties wadded about this stuff.) I once even stayed up all night reading at the Red House Lake stone structure. The ranger at the Red House Administration Building itself is a very, very cool and funny guy. Hard to imagine him being a hard ass to some friendly cyclist. He certainly wasn't to me. On the contrary, totally helpful with directions, etc.

3. The best thing you can do is take the smallest country roads that get you down there - they are prettiest - but in general Western NY is lovely once you get out of the horrors of Buffalo itself. Wouldn't worry too much about the route. It will still be a fun ride on the one you've indicated. You seem to be an Elmwood strip person, so I would recommend just to get out of this city taking the waterfront path down to the marina and all the way to Tift Farm Nature Preserve and then struggling through the southtowns until you're in the country. Those southtowns kind of suck (congested traffic and ugly strip malls), but it seems to me the most horror-free route. You could always try Main Street to Harris Hill Road too, then hook over to the 20 and down to 20A, but Main Street is just an awful road for a cyclist.

4. An interesting thing about Allegany itself is something the aforementioned park ranger told me about: The Appalachian Trail goes right through it and there's a secret entrance/exit at Exit 19 that hooks up with it and empties into the metropolis of Steamburg, NY (Amish country). This isn't bikeable 100%, (lots of concrete slabs jutting up from the ground like in post-apocalyptic movies, and unfortunately it's a bit of a Salamanca dumping grounds) but it's still my preferred way in and out just because of how neat it is, and because it's more level and less of a pain. The entrance you've indicated on your map has a not particularly fun hill/small Appalachian mountain to slug a loaded bike over, and it goes right through the town of Salamanca, which is surprisingly busy. That is Exit 21. The hill itself empties majestically down into Red House Lake and is thus fun and beautiful, but I tend not to want to ride it in my advanced age and after a whole day of slogging through similar stuff on the way down. Only problem with the Exit 19 thing: Its entrance is kind of hidden and is NOT exit 19 itself. When I have time later I'll see if I can look at a map and try and show you where it is.

5. Zoar is okay, but Alleghany and Letchworth are the area's nicest attractions by far. I haven't spent much time at Zoar, but don't recall a main road through it or anything. Mostly it's just unimproved land. Granted, I haven't been there in well over a decade.

Hope you have fun. This is one of my favorite rides.