Whether or not the drive runs Samba, if you see changes in Explorer but not in Opus then the FAQ also has some steps that you can follow in order to get debug information that may tell us what's going wrong.
Not really. It's probably best to contact GPSoft on that one, though it may be difficult for them to reproduce the problem without the same device.
Deleting multiple files/folders on Samba devices works fine in my experience so I don't think Samba is the issue there, unless it's an old version of it (or a new version that I haven't tried). It's worth checking the device manufacturer's site for an updated version of Samba or firmware for the machine.
It may also be worth running Process Monitor while you try to delete some files. ProcMon should report the operations which Opus tries to perform on the device and tell you which fails and why.