Shift-clicking patrol to add legs to a route doesn't work. It creates a second route alright, but that route starts in the system you are currently in. So if you want a route that goes A-B-C, but the calculated route to C is A-D-C, the first patrol A-B gets set up and then when you add C you get a orders to patrol A-B, A-D-C
When the trade route ticks up enough means you're constantly checking the piracy and trade values along all your routes. It's not like there is a notification about piracy befire pirates spawn.
Sure! Around 2300-2350 you can start to build gateways to negate piracy at a 100 influence a pop. Or to put in another way, 1 protected node every 3 years assuming you don't engage in diplomacy, claims, habitats, megastructures, building strategic gateways, or system acquisition for the 50 years or so that you are building internal gateways whose only point is to reduce micro and which increases lag/stutter as all those trade starbases check all those new gateway accessible regions for trade pickup.