2) Yes, you regain the proficiency points spent as kensai when you reach level 14 as thief. I recommend putting proficiency points only into 2 categories before dualclassing (5 into katanas and 3 into dualwielding for example) , while you're a thief put the points into other weapon categories else they're lost.
3) Short sword of Mask/Kundane looks best since you only need short sword proficiency. If you have ToB, get the use any item HLA and enough proficiency points the scarlet ninja-to is the best off-hand weapon.
As an alternative, you can install the Alter Weapon Proficiencies component from the BG2 Tweakpack to keep the original BG proficiencies and not have to worry so much about micro-managing proficiencies.
But overall, Short Sword of Mask is more useful than Celestial Fury. CF's good for SoA, but there are enemies it can't damage in ToB.
So, SSoM/Kundane if you want short swords all the way through or Use Any Item with SSoM/Scarlet Ninja-to if you install one of the proficiency alterations.