I play with Oblivion XP a lot. This news made me create a account here.

Welcome to the forums!
Suggestions:
1) When the character reach 25, 50, 75 and 100 for skills by level up, Oblivion XP show messages about new powers of skills. I never remember my new powers of bows, sneak or blade.
This annoys me too, although I'm not sure if there's anything I can do about it. I'll have a look.
2) Change the formula for Health regeneration. It is too fast. My Mage regenerates Health faster than Mana.
3) New character <10 is boring. Change de formula to a progress a bit faster at start.
These are configurable in the ini. Personally I disabled heath regeneration altogether. If you want it on but have a slower rate, try setting the heatlhReturnBase to 0.5 and the healthReturnMult to 0.015 or even 0.01.
After changing them, the lines should look like this:
Set ObXPSettings.healthReturnBase to 0.5 ; 0.75
Set ObXPSettings.healthReturnMult to 0.015 ; 0.02
The rate of progress is determined by the settings in the XP NEEDED TO LEVEL section of the ini. I'm assuming that you want to decrease the points needed to level.
The easiest value to change is the multXPNeeded. If you want to level faster, change that to 0.75 or 0.5 Once you've reached level 10, you can change the value back to 1 to slow down your progress again. The other variable that you could change is the multXPNeededQuadraticSlope. I actually wanted to level slower, so I changed this value to 1.2 and it worked really well. If you want to level faster, I'd try changing this to 0.9. I suggest only changing one of the settings at a time. Change the setting, load the game and see what impact it has on the number of points you need to achieve the next level. You can continue to tweak those values until you get something you like.
I won't change the formulae themselves because SirFrederik put a lot of effort into anolyzing the whole package. If I start changing the formulae, then I have to consider the impact on all facits of the mod, including the number of points awarded for all the actions. There are also third party mods that have Oblivion XP support built in and altering the formulae could impact those as well.
4) Option to let other skills, like merchant, work without OXP take control over it.
This isn't possible due to the relationship between skills and attributes. Oblivion XP has suspended that relationship and it won't be possible to turn it back on for some skills.
Bugs:
1) If you kill with bow and sneak with a single shot, some times you get the murder status killing Bandits, Marauders, Vampires. Just play with a good character and see how many murderes you have.
Thanks.

This isn't an Oblvion XP bug

Oblivion XP doesn't alter the killing mechanic of the game, it just uses the miscellaneous statistics that the game engine records to detect a kill and award the points accordingly. Do you have another mod that might be causing this? I sneak kill bandits etc. all the time with magic (I have a magic overhaul that allows sneak magic attacks) and I've never had a murder tallied against me. The one area I do have a problem with are the Deep Ones in the Hackdirt. I suspect that they are not immediately hostile and you have to wait until they turn hostile before attacking. So if you have a mod that makes bandits and whatnot not immediately hostile, then you will incur a murder if you sneak kill them.
Thanks for the suggestions and support!