1.I logged a task for reporting capabilities and we are going to review it on the next planning. We are going to have shared content in 4.1(Q1) and option to see on which page you have added the shared content.
2. All pages in Sitefinity are dynamically created. The news item url is formatted based on the page on which you have NewsView. The NewsView widget has a control DetailsViewHyperLink which resolves the url using DataResolver.Resolve. So you need a page with NewsView control on it. One of the options to change the page theme is creatinga custom PageRouteHandler that inherits from where you can override GetHttpHandler. you might find this how to
All the best,
the Telerik team