1. Mystery, I got the same questions, since I assumed her hair changed later, not as she was falling through the sky.
2. Right there with you. I guess she used wind magic and not water magic (why was she using it first anyway then...) and literally bounced off the boar's head.
3. I think they explained this in the previous season. It basically just ignored elevation and randomized. Depending on where you were sent, you were either right at ground level like Rudeus and Eris, or way up in the sky like Sylvie. Demon Continent is higher than the rest of the world if I remember right, so they always had a better chance of not being up in the sky.
4. Also explained briefly in the previous season. Sylphiette continued to hang out with Paul and the rest of Rudeus' family and practiced magic so she wouldn't fall behind Rudeus when they eventually would reunite when he was done tutoring Eris and Ghislaine. She just got generically good at a lot of things.
5. Elves be flat in this anime setting. See slut-elf for cross-reference.