Sticky tabs:
I would use toolbars with buttons for the folders on them. It sounds like you want something quite temporary so this isn't totally ideal -- you have to enter customize, drag folder to toolbar, exit customize; instead of just right-click a tab and choose "Lock" -- but it's something you can use for the time being if you need to keep a set of things you can click on to quickly go to certain folders.
Currently Opus tabs are the same as tabs in Firefox. They just represent a browsing window -- allowing you to have several windows within the same top-level window -- and not a particular folder/webpage. Tabs have the name of their current folder on them, but so does the main Opus window. 
Tabs themselves are a relatively new feature in Opus and several people have asked for sticky tabs so I hope we'll see it in a future version. I would probably use it myself every so often.
Selection using cursor keys:
Like Jon says, you should use Details mode rather than Power mode. In Details mode the file selection follows the focus rectangle which is exactly what you want.
Focus rectangle visibility:
Very easy to see in your screenshot here. Are you using an LCD monitor via analog connector (VGA rather than DVI) or not running at its native resolution? If so it may be blending pixels together which results in the dither pattern (one pixel on, next one off, etc.) being merged together into a blur that is hard to see.
If you're using an analog connection but also using the native resolution you may just need to adjust the monitor settings so that the width/height and x/y offset are correct. This tool can display some test patterns which help. It is well worth doing because everything will look more clear and crisp, in addition to fixing problems with dithered pixel patterns.
The same issues can apply to CRT monitors (especially if you're driving them at a higher than optimal resolution) but to a lesser degree.
Using a DVI cable, if it's an option, is always the best and easiest way to solve the problem. Running TFTs at anything less than their native resolution is generally not a good idea, although it depends how good they are at scaling. I think most TFTs won't let you exceed their native resolution, but CRTs do often let you drive them at higher resolutions than they can really display.
Favorites & shortcuts:
These do work although there's a cosmetic issue where they don't get turned into an _ unless they're the first letter (which was reported to GPSoft a few days ago). More info in this thread: