
Some answers (I don't know all):
1. Yes, link it later and then enter the MB number (on the back) to assign it to each Rogue.
3. There's no reason for them to care about your rogues. I have approximately 25 people in my MDE and none of them are rogues, just people who have visited the park at some point - my sons' girlfriends, grandparents, nieces & nephews, friends, etc. Some had their own MDE and others I just managed and made all their FPP's for (and bought their tickets, etc.). Not having everyone you're linked with on the same trip is not at all unusual. I would be more concerned about the "cheery and helpful" CM at the kiosk trying to help you but a polite "Thanks, but I'm good here" should be all you need to say.
4. I would probably not wear both on the same arm, just for comfort reasons and because it would make it a bit harder to scan the right one. I'd wear normal ones and either have the spares on a belt loop, around my bag, or on the other hand. Or have a person with a backpack keep them all in one pocket and just hand them out for each "rogue" ride. Remember that they'll all need to be scanned at a kiosk at the beginning of the day so it may just be easier to have one person keep a hold of them all. However, if you decide to wear two, no one will notice or care.
5. Just be sure whenever you stop to have pics taken that the band you give the PP photographer is one of the "legit" ones. If they're all tied to the same MDE account anyway, it really shouldn't make a difference though. As long as you have a band (any band) on the rides that don't have a place to scan (7D, FEA), it should automatically read and add those pics to the MDE.