Hi there!
1. You can pass the flag -F to get immediate fullscreen mode or the flag -W to get an immediately maximized window in windowed mode.
2. In config.4coder, which should be with your 4ed.exe, you can set automatically_load_project to true, and it will search the current directory for project.4coder and load it when you launch 4coder. There is currently no way to force it to use a different directory so your 4ed.exe will need to be in your path so you can run it from another directory easily.
3. The problem you are having with output in the *run* buffer is caused by using start. When you use start in a batch file, it runs the command as a separate process with a separate output stream. One way you could get output from it would be to change your batch file to just say:
| @echo off
..\build\first.exe
|