1) Use a "hose clamp". They're adjustable little metal rings you tighten to keep a hose attached to something.
2) Maybe... but keep in mind that:
a) Your head will be inside the bag too, so you'll get some of that super glue smell, which might be unpleasant... and you probably want to make sure it won't make you get loopy and pass out too soon, or vomit into your exit bag.
b) Superglue might increase the odds of tearing the bag if your head starts convulsing against the hose. Not sure how likely that is, but just in case, I'm sticking with the tape recommended in Five Final Acts.
3) Depends. If you do it as recommended (roll/scrunch/fold the bag up to keep the air out as you fit it on the top of your head, and take a deep breath out before pulling the bag down and turning on the gas), the bag should be flushed of oxygen and CO2 pretty immediately. As to your body, hard to say, but as long as the gas keeps flowing, any CO2 from your bloodstream should be flushed out the bottom of the bag rapidly enough that you won't get the hypercapnic response.
4) They say you have 30 seconds with the gas flowing in an exit bag before you lose consciousness. So... depends on your definition of safety. Worth noting that any gas you use during your testing won't be available for the main event, so make sure you have enough for at least 20 minutes of gas flow after testing.
For whatever it's worth, I got everything setup, put my exit bag on a floor lamp, and turned the gas on until it emptied the tank (I'm using an Argon flow meter, so I needed to check my math on the flow rate conversion by timing it), rather than testing with my head in the bag. Made it easier to check for leaks, look at the gas flow in the bag and make sure everything looked sturdy. Now when I get a refill/exchange, I'm confident that there's enough gas in the tank, it will flow long enough to do the job, and that I didn't forget to close the valve tightly and have a slow leak wasting my nitrogen or something like that.