If you can write a plugin for implementing intellisense, then yes, it supports it. You can write plugins for the script editor, the world editor and the engine. For pro users the script editor's source code will be released if we may believe the forecast page, so you should be able to fully integrate intellisense (not taking in account the license rights on microsoft's side).
What do you mean by "get a .NET DLL for the engine"? You can write DLL's in any language you wish, that supports creating DLL's.
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