1st ,Colts come w/assorted bores and cylinder throat dia.from.450-455 as the load data often bridges guns that have been around 100 years and those the rolled off the line last Tuesday. Many of your bullet choices also cover (by case length only)45Gap to 460S&W.
2nd,yes your new production brass will be fine,the factory loads were probably deference loads, Cor-Bon a noted exception,loaded to around 18000psi . The brass will hardly know it was hit.
3rd take some of your fired brass try it in each chamber if it all fits all 6 then only size the 1st 1/3 of the case no sense over working the brass and being back asking about your coke bottle shaped cases.
4th if you bought steel dies then yes just like your rifle, if you have/buy/bought carbide dies then no need to lube more than say 1 in 4-5 if at all.
5 th I can't say about 2400,I use Unique and H110 and very quickly get more load than I need or want to shoot much of. W/Unique I can get to 1000fps w/a 265 grain cast bullet,and have been over 1200 w/H110 just not for me or my Black Hawk.
6th a standard shell holder will be fine I have them in LEE and RCBS and they work fine w/the Rock Checkers and Partner presses.
My personal notes here the Old Colts cartridge will beat the 357 up all day long w/standard loads. Most of the cases that I've come across so far can be readily trimmed back for Shofields,and clear down to ACP length w/correct data for each length.