I'll answer to all your questions in one replay if you don't mind
1. Done. It's marked as "Delete Lost only" in Tools (the original one is marked as "Delete all Ended").
2. I'll have to talk to the designer to see the best approach and to avoid overloading the main screen. That feature is in ToDo list.
3. Unfortunately, I can't do it for the Web-based interface as it involves many complications. Considering that current bid does not affect snipes anyway..
Please check this FAQ section for more information:
http://www.myibay.com/login/faq/4/#q13