Did you really have to take the limit into the exponent or could you just...
It really depends how much detail you want. Are you satisfied? Or maybe more importantly sometimes the question is are your bosses satisfied. If it was a 1st year course in calculus and you just covered continuity of exponential yesterday, then yeah I would. If however you were writing a research paper then you shouldn't, it would be a waste of paper.
1) What does 'coordinatewise addition' mean
Yeah it means do it on each coordinate. Again this is slang and if you are ever unsure about slang, look ahead and try to figure out the right definition from the context/examples etc.
2) To prove
would this acceptable?
This depends entirely on your definition of

, in most formal construction of say the rational numbers, we define the rationals as pairs of numbers

where

are integers with

and define an equivalence relation by

if and only if

. If one was to use this definition then to show

one would have to show that
-b(ac)=0)
which obviously follows from commutatitivty and associativity of multiplication.
3) To prove \frac{a}{b}+\frac{c}{d}=\frac{ad+bc}{bc}, he starts with the RHS and shows that it's equal to the LHS. Is this an example of a case where P<->Q? Generally, how would you determine if P<->Q or just P->Q?
I don't understand your concern. Which statements are P and Q supposed to represent in this particular example? As an exercise you may want to prove this identity using the definition of fractions I gave above.
4) How would you write the set of all even functions using set notation?
How would I write the set of all things that satisfy property P?

. What is the

here? Being a function f such that f(x)=f(-x) for all

. So using this template
=f(x) \text{ for all } x \in \mathbb{R} \})
sometimes you can use : instead of | if it looks better (for example, when there are absolute values involved in my definitions I obviously prefer to use : )
=f(x) \text{ for all } x \in \mathbb{R} \})
A more economical and professional way of writing it would be:
=f(-x) \text{ for } x \in \mathbb{R} \})