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There are a couple of tricks to speed up channel changing. Up/Down as you mention change one channel at a time. You can press Left to see the channel list and quickly jump to another channel. While in the channel list FF and REW keys will jump a screen at a time to quickly jump to another channel far away from the current one. You can also edit the channel list from the Settings menu and hide channels you don't watch so you only surf through your favorite channels.
No. The reason for this is because the only time the TV remote should change the channels is when connected to an antenna. This can create digital channels with weird numbers like 3.22. We've found it easier to scroll the channel list than to try to manually input the channels. If you are connected to a satellite then the satellite remote would be the one changing the channels, not the ROKU remote.
Universal remotes will work with the TV thru code programming, however, the TV was designed to utilize the Roku remote for the smart features and your providers set-top box remote for channel control once inside their services
Yes :)