1. In power bi desktop you can use DAX or M / power query languages to manipulate data.
2. Not sure what you mean by standard formats
3. Yes you have option of visual level filters which only apply to that particular visual
4. Not possible at this stage
5. On top of power bi service you have option of power bi embedded which is azure service that lets you integrate dashboards to your own application so that your users don't have to navigate to powerbi.com