1. Lower proportion of oxygen means the oxidation state is lower. This means the oxidation reaction is more energetically favourable simply because now you have a more strongly oxidising compound. This makes sense with the simple definition of an oxidation: the loss of electrons. Think about what oxygen is. It is an electronegative atom. The more electronegative atoms on a molecule, the more oxidised it is, because electron density has been starved from the oxygen atoms on the molecule. This means there is less to oxidise, and hence less energy to released by oxidation.
2. This is probably not worded very well. I assume it is trying to point out a distinction between denatured proteins (a tangled mess) and the natural (opposite of de-nature) proteins as they exist in your body. However, I'd personally call them both proteins - just that the denatured protein has no biological function (since it is not in its natural shape). Or perhaps this question is alluding to some sort of primary, secondary, tertiary structure detail... but there is no such generally "correct" structure. One interesting thing to point out though, is that the peptide linkages all face the same way in a polypeptide (it must be the case, if you look at the alpha-amino acid monomer)
3. To denature something is to bring it out of its "natural" state. So denaturation can be caused by temperature and pH. When a protein is denatured, it loses its natural shape, and hence it can coagulate. Coagulation makes denaturation permanent, because it is coagulation that prevents the protein from reforming its shape (secondary and tertiary structures). By the way, coagulation is just a fancy word for "tangling."