Yeah, that works.

As you've noted, because it's not entering the battlefield as a Saga like the card is designed to do, it won't have any counters when it does. This isn't a problem like it was for the flip walkers like Chandra, Fire of Kaladesh  ^Flip that would just die immediately as a result. If you don't have anything set up to immediately give it lore counters, you can still just wait until your next precombat main phase to add the first one.

Oh. Allegedly no to all. :(

I'll update this post-release if the notes disagree.

Question about the as-of-yet unreleased ability backup, as seen on Boon-Bringer Valkyrie.

In response to my Valkyrie's backup ability triggering, I choose to cast a Sea-Dasher Octopus targeting the the Valkyrie. I put the backup counters on Yargle, Glutton of Urborg. Does Yargle also gain the Octopus's abilities?

Alternatively, I cast Boon-Bringer Valkyrie and, in response to its backup trigger, I flash in an Exchange of Words. When it enters, I exchange the Valkyrie's text box with, IDK, a Swarm of Locus. I backup on Yargle again, because he's a good boy. Does he get the Swarm's ability instead?

And finally, and most importantly, I reanimate both the Valkyrie and Forge, Neverwinter Charlatan with Grusilda, Monster Masher, and the entering creature's backup triggers. Obviously I choose best boy. Does goodest boy ever get the abilities of both cards?

In the interest of everyone's patience, I've also bugged MaRo about that last question. Will post the answer here if/when I get one.

A creature entering the battlefield without being cast doesn't trigger the Vortex. Vortex only triggers when a player casts a spell without paying a mana cost.

If a player casts for example a Rushwood Legate for its alternate cost, the Vortex would deal damage to them.

If a player activates the ability of an Aether Vial to put a creature from their hand onto the battlefield for free, they won't take damage because they're not casting a spell.

If a player casts Dread Return for its flashback cost, the Vortex would deal damage to them on cast. When the creature enters the battlefield without a mana cost being paid for it, Vortex would not trigger.

Yes, the Aura would still go to the graveyard. Hexproof only prevents the permanent with hexproof from being targeted by anything your opponents control. It doesn't really have any interaction here.

“Protection from X“ prevents:

• Damage from sources with X quality
• Attaching the protected permanent with an Enchantment / Equipment / Fortification with X quality
• Blocking the protected permanent with a creature with X quality
• Targeting the protected permanent with spells or abilities with X quality

Some people like to use DEBT as an acronym to remember it by.