Ok, I'll try to answer back to front:

9) DDS mipmaps have no mips flag and are handled automatically.
8) For DDS skins, bytespp = 1 and with = the DDS file size.
7) the mips flag means that 3 mipmaps are stored following the image, each with 1/4 the size.
6) You must generate the 3 mipmaps when you set the mips flag.
5) and 1) I have no idea.
3) The usual reason is a full transparent image.
2) Yes, skin names have no effect in a HMP.