1) A dweller out in the wastelands does not consume resources, alltho I am unsure if the dwellers returning from exploration, that wait outside the door do. So yes, sending people out can help you save food and water. Just don't send out the people that actually make those resources for you.
2) Only way to fight fires more effectively is to put maximum number of people allowed in the room to work. Mind you, if you allready had people in the room that caught fire, the fire cannot spread and it is unlikely to escalate. Building your vault in a checkboard layout, so most of the lower floor rooms only have lift acces but no linking rooms on the sides, above or below is also a good way to deal with fires. You can let those storages, living quarters and such remain empty, and any catastrophy in them will rage on for a while and then just die away.
3) Unsure. The flow of "free people" will decrease with time, but regardless a radio room or two should be built as soon as your resource management allows them. Don't forget to equip your radists with nightwear to capitalize on the charismabonus.