1. I don't know what's happening here. Perhaps reinstall the game? Also make sure you're running the latest patch (1.50a) (backup your replays and score.dat first)
2. IIRC this is a glitch with a setting. I remember having this happen on a different game as well. Open up your custome.exe and uncheck "Load BGM into memory". Having that checked does introduce some audio glitches just like the one you have.
3. So the game crashes when you close it with a new monitor but not with the old monitor? That's very strange. Not sure what to tell you besides to reinstall the game and see what happens. Also make sure your graphics card driver is up to date.
4. Most people prefer to play fullscreen, and that would definitely make it large enough. However, if you really prefer windowed, you can download the vsync patches
here and customize the resolution of the window. Just place vpatch.exe, vpatch.ini, and vpatch_th09.dll in the PoFV folder and run the game by using vpatch.exe. (make sure the touhou exe is named th09.exe for the one you want to use) To adjust the size, open up the .ini file and modify the Width and Height sizes to something else. (i.e. Width = 960, Height = 720)