1. He probably fully expected him to be a sorcerer. I think it might even have noted as much. But he didn't expect Kellhus to go mad and turn against him.
2. Probably for a couple reasons. I'm pretty sure the Fanim/Cisharum outlaw other magic, though I can't say for sure off-hand. But having the Mark of a normal sorcerer would put him on a much higher hit list in regards to enemies. And if anyone outed him, he'd at best be a blind wizard. Not to mention you can't (from what I recall) torture out the Gnosis, so he'd be stuck with Anagogic at best.
3. When? If you mean outside the Ark with his tribes, probably, if only given his reputation and the mustering of his people, though it isn't clear. He probably didn't care either way.
4. I'm not sure precisely what he was, but he couldn't see the No-god when he transformed, as others noted.
Hope this helps!