1/ what is the little arrow that is on the flightplan route ahead of the aircraft it keeps moving up and down the line.
The arrow you talk about indicates where your airplane will reach the new altitude selected in the AP, note that "the arrow" as you call it, only appears while you're climbing or descending
2/ Can the flight plan route be displayed on the default GPS instead of having FSNAV window open.
Export the current flight plan in FS2004 format and file it in the simulator, so you'll have it on GPS.
3/ can FSNAV be programmed to fly your flightplan including an ILS approach right down to a landing?
FSnav can be used as a FMC, so I think it's possible, though I never used it that way, you'll have to learn to use it that way on your own, though. Sorry.

There's but one real cure for human stupidity. It's called DEATH.
At the moment mourning the assassination of sarcasm and irony for the good of the "higher".
Proud FSIX user. Active user of FS98, X-plane and novic