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Because this squash has a harder rind, it can be stored as a winter squash. To know when it is ready, press your fingernail into the rind, and when it is hard, then it is ready to harvest. This article will be of further help: https://www.gardeningknowhow.com/edible/vegetables/squash/delicata-squash-information.htm

A light frost should not harm winter squashes themselves, but may harm or kill the vines. They should still store well. A hard freeze will damage or ruin the squash, so harvest them if any is predicted. Here is more information:
http://extension.illinois.edu/gardenerscorner/issue_01/fall_04_04.cfm

8 plus hours are needed for the plants.
Most vines wilt under the bright, hot afternoon sun, but if you see foliage wilting before 11:00 a.m., that’s a sign that they need water.

If you have been using the shade you can gradually use it less to harden off the seedlings. If you confident they are receiving enough sun and they are growing well; you certainly can continue to use the shade cloth.

The answer is very general. They don't have a set maturation period. When you can thump it and it sounds hollow, this will indicate that the fruit is ripe.

This article will offer more information on the plant: https://www.gardeningknowhow.com/edible/vegetables/squash/growing-winter-squash.htm

As long as the room stays between 50-55 degrees, then it will be fine. If it is above or below that, then you will need to choose a different storage location.

This article will help: https://www.gardeningknowhow.com/edible/vegetables/squash/storing-winter-squash.htm

It sounds like a squash vine borer. This is quite common. Here is an article that will help you to deal with this issue:

https://www.gardeningknowhow.com/edible/vegetables/squash/squash-pests-identifying-and-preventing-squash-vine-borer.htm