When your textures are in linear colorspace you´ll need to uncheck "srgb" in the settings of the imported texture. For normalmaps this is the default, since they are always linear.
Increase the trace distance of the light. Like 10000 times more than what it is by default. It's a setting in the light properties. That should fix the lightshaft orientation.
Looks like the mipmapping is disabled on your textures for some reason. It should be enabled by default. Texture properties->mipmap gen->from tex group
OccultMonk said There will be an icon creator. At the moment I am not sure if it will be in the initial release. However by default it will load whatever icon is associated with a loaded brush.