From: Winnipeg, MB
1. Yes, you lose both if it says so, although I think it is possible to transfer the pilots to the reserve pool and withdraw the pilotless squadron. The loss or retention of aircraft on withdrawal is pre-set in the squadron data. You cannot change it (unless you edit the database, I believe) and that would require a new game start.
Note that if the squadron screen has purple text saying "Squadron will return in (month/year) some planes will return with it.
Also note that it takes a few days for any aircraft NOT lost to cycle into the pool. They go to depots to get refurbished (remove all aircraft fatigue and damage) before they are made available in the pool.
2. You do not have to have them near the HQ to withdraw them, providing you meet other criteria like AF size or "National Base".
3. & 4. I think you have the right idea on swapping aircraft to get the best ones to deployable squadrons. But it is not an immediate process since there is a time lag getting aircraft into the pools. Make sure other squadrons using the aircraft type do not grab them before you do your downgrades. And, IIRC, you need the full complement of planes in the pool for the squadron to do a downgrade - i.e. if the squadron TOE is 25 aircraft you will not be able to do the downgrade until you have 25 of the older aircraft in the pool. It does not matter if the squadron has only 8 of the newer aircraft you are trying to get into the pool - they will still transfer when you bring in the older aircraft.
No matter how bad a situation is, you can always make it worse. - Chris Hadfield : An Astronaut's Guide To Life On Earth