1) Rear derailleurs can usually accommodate larger cogs than they are rated for. I'm sure yours could handle a 28 and probably a 30 although that may require some tweaking on the "B" screw. Some have been able to adjust the upper pulley enough by replacing the "B" screw with a longer one or reversing it. You could replace the rear derailleur with a 9-speed mountain type that will work with up to a 34 cog. You can go as high as an 11 cog but no need for that with the chainrings you now have.

2) Yes. You can use an 8-speed mountain type rear cassette with a mountain type 8 or 9-speed rear derailleur, but not a 10-speed mountain type RD because of a recent change in actuation ratio.

3) The smallest chainring you can use with your 130 BCD crankset is a 38, not worth the change.

4) You can run a compact crankset designed for 9-speed, but in general cranksets are not designed for a particular number of speeds but they seem to have become narrower between rings in order to work better with 10-speed chains. It may be possible to run a 9-speed chain with your 8-speed cassette and derailleurs and a modern compact crank. But you may have problems lowering your front derailleur enough to work well with a compact crankset because of your braze-on type FD hanger.

5) Changing to a triple would require a long cage rear derailleur, probably a triple front derailleur, and possibly a longer chain. All 9-speed Ultegra shifters are double-triple compatible but I'm not sure about your 8-speed shifter. It may work with a triple but with no trimming available. You could disconnect the cable and count the clicks. It would need at least 2 solid clicks to handle a triple.

I think your most cost effective attempt to lower the gearing is to buy a custom built 13-30 cassette or a mountain cassette and mountain rear derailleur.