A:AnswerOn mine it does not appear to connect to the keyboard in any way, it instead fits snuggly up against the keyboard and the rubber feet on the bottom keep it from sliding around.
A:AnswerNo,the color settings save to the pc and not the keyboard, However the light settings only take about 5 minutes to set up if you are going slow
A:AnswerYou can buy keycap sets separately in different colors. If you only need one keycap and you are still within your warranty period I would reach out to Razer customer support.