If you've already
killed Orin, make sure that killing Gortash is the last thing you do. It will trigger certain changes around the city - they may not lock you out of any other quests, but chaos does start developing. You can take care of the Iron Throne and Steel Watch safely, those don't trigger anything in particular.
yes, they do. taking out the iron throne makes the entire Wyrm's fort hostile to you including the civilians in the castle. it's a notable change.
makes it a bit tougher to do a quick in and out if you want to do the dragon quest, but still doable. You can use a similar method to bypass the entire lower fort area if you want, but yes, taking out the iron throne does make vast changes to the fort area.