I am a newbie to hobby and I obviously have the same concerns . Here are some random points :
1) If you use your home yes there is a chance it may stay "saved". Not all agencies operate the same, some may do, some may don't. If you want to be totally safe on that side either rent an hotel room or go incall. But honestly even if they would find your adresse upon arresting a "pimp" they can't prove anything so on that side you are safe. As for the rest if you use a well known agency with good reputation and same for the SP in particular, you shouldn't have a problem. On the other hand don't call a sketchy random google found agency at 2 am if you have a lot of valuable on display at home
2) No line up, its discreet, don't worry about that. Been to XO's place once and the girl had her own "unit"
3) As Jalimon said, there is no such thing as "100% risk free", but we are talking very very minimal risk. You have more chances to have a car accident on your way there than this...
4) Yes, keep it merb side and you will be totally fine there.
5) Not really. At least not to a risky degree. I mean look for how long most agencies here have been operating...