1. As far as I know, the NX-30 dynohub doesn't have a voltage limiter, it's the Lumotec headlight that has one. That's why you could mount two Lumotecs in series.
3. Fairly detailed wiring instructions are available on Peter White's site at
http://peterwhitecycles.com/wiringinstructions.htm While that page was written for the SON, the same instructions apply for the SHimano. One small difference is that you will need to connect the loose wires from the headlamp into the connector provided with the dynohub.
See Shimano Service instructions at
http://www.shimano-europe.com/cyclin..._pdf/2ST0C.pdf . From what I see, you probably have reversed the cables in the connector (the one that connects to the dynohub), and since the Shimano seems grounded, it means that when you put the light on the bike, you short it. Reverse the cables in the connector and you should be OK. BTW, check the top right illustration of the Shimano Service Instructions to see what I mean.
3, 4, 5. In theory, the contact to the taillight uses your bike frame as ground. On some bikes the ground is non-existent, but on many others, it's poor. Still, you need to make sure you connect the proper wire in its right place: i.e. the ground wire should be connected to the ground of the taillight and to the tab of the headlight that is the closest to the mounting bolt of the headlight.
BTW, the taillight runs parallel to the headlight, so its wattage (0.6 W) + the headlight wattage (2.4 W) total 3 W. The Zener diode in the Lumotec headlight clips the voltage at 3 V, so you won't fry bulbs. And it's essential to connect the taillight onto the tabs of the headlight (as shown on Peter White's site) so the taillight is also protected from overvoltage.
6. No. The second light will be in series. Since the Shimano dynohub is grounded, however, you will need to install the secondary Lumotec on a plastic or otherwise insulating mount such as the Chronometro knob to make sure you don't have faulty grounding.
How to connect. Use your imagination as well as photos from
http://peterwhitecycles.com/dualsetupfork.htm and from Shimano's service instructions (top right figure again). You would need to cut the
light cable where it enters the hub connector, splice it to 1 wire that goes to the secondary Lumotec, and plug the 2nd wire coming back from the secondary into the "light" side of the hub connector.
That way, current flows from the generator into the secondary, then back
near the generator connector, then into the "light" side of the primary headlight (and taillight), then back into the "ground" side of the generator. When you switch the secondary off, you actually short it so only 1 headlight is working.
7, 8. No idea. My two setups use only generator-based headlights. I use battery taillights, which avoid complex wiring issues, especially since I often tow a trailercycle and/or a child trailer.