Is there a box other than the plug for the cigarette lighter? If so, that is more than likely the inverter and you should have nothing to worry about. If there is, you have to wire a molex connector to the cigarette plug or find an adapter.
When you're running a loop, all the water gradually heats up together. For example, on a CPU block, the water doesn't come in cold and come out warm. Think of how long it takes for water to heat up on your stove. It's not instantaneous. With high flow loops, the water just doesn't have enough...
It probably draws next to no power.
The old shuffle didn't have any sort of lock on it. I usually clip it to my belt when I'm at the gym, and on certain movement the buttons get pushed accidentally resulting in the song changing/my ear drums being blasted out. I'd take the new shuffle over...