My 97 Grand Prix has a lot of those issues, too. There seem to be a lot of electrical gremlins in the car. I have the bad blower fan too, and my power windows will randomly not work one day then be fine the next. Sometimes my power door locks will also not actually unlock all the doors, I need to manually flip the lock. Thankfully I don't have the fuse or headlight issues that you seem to have.
The only question of yours that I can really answer is the key release one. I have the same issue with my GP. I used to just leave the key in, but I realized the hard way that doing that will drain your battery after a couple days, since the IGN is not actually in the OFF position.
When you want to take the key out, there should be a square hole on the bottom of the plastic shroud around the steering column (right below the ignition basically). Reach your middle finger into that hole palm up and bend your finger toward your palm. Right above the screw slot on the shroud, you should be able to feel a button with your fingernail. Press up on that button and the ignition should release and you can turn the key back and remove it.
