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There are no project templates coming with the installation but you can create them yourself.
SEO Indexer and Captcha Breaker do not need or use proxies.
Yes, just right click in the engine area, give it a name and save it. It's very handy and will save you a ton of time as you can then load that same selection of engines in other projects.
The same goes for your choice of search engines.
As far as templates, you just duplicate one project's tier 1 to create another tier 1, one project's T2 to create another T2, etc. You always have to change the urls, keywords, content, etc., and there is no way around that.