1. No. You'll pay roaming data charges, just like roaming call charges.
2. Yes. Its still the same data, charged at roaming rates; you're just using it on a large device.
3. Using BB as modem in the UK will be standard data charges, i.e. should be included in BIS data limit. However, Orange may monitor/charge/not allow at all, the ability to tether.
"That's it then. Cancel the kitchen scraps for lepers and orphans, no more merciful beheadings... and call off Christmas."