New really tiny µTorrent hardware!
Only incoming connections use the port you selected in µTorrent. Outgoing connections use a random local port; this is simply the way Windows functions. It's not a bug.
If you have a firewall, you must allow all outgoing traffic on TCP and UDP.
It is very likely that µTorrent is not configured correctly for your connection. Please read the Connection Setup Guide and follow the instructions.
Usually, your port is forwarded automatically with the UPnP feature built into µTorrent. If you need to do it manually, PortForward.com should have the information you require. Both TCP and UDP should be forwarded in your router. You can test if your port is forwarded by opening the Setup Guide in Options -> Setup Guide.
It is generally recommended to not use any port in the range 6881-6889. Any other port except for 25 or 110 is acceptable.
Yes. Open the options and go to Connection. It supports SOCKS4, SOCKS5, HTTP Connect, and HTTP proxies. Peer communication proxying is supported with SOCKS4, SOCKS5, and HTTP Connect. HTTP Connect is HTTP proxies that allow arbitrary TCP connections. Not all do, which is why it's a separate item in the list.
Yes, in the options. It allows you to set an upload/download speed, and set it to Limit, go full speed, seed only, or stop torrents altogether by the hour/day. You can also make it turn off DHT during hours you set to "Turn off."