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Thanks, I'm glad you like it!
1) The watcher hits up the 4chan API (in this form https://a.4cdn.org/m/thread/16086187.json), whereas the simple downloader hits the main html. My guess is that's what CF is blocking. If you had to set up headers or User-Agent to get the html to work, might want to replicate it for a.4cdn.org. Hydrus Companion may help here to copy cookies, not sure. If CF just blocks API hits from TOR, you may be out of luck.
2) Yeah, I bet the simple downloader looks for img tags or something, whereas webms are under 'video' or an iframe or something. Simple downloader can't do two things at once very well, I'm afraid! If you are feeling brave, you could try editing the simple parsing formula to try to get both img and (video), but I'm not sure if it is that clever.
3) Check out the 'page of pages'. Hit F9->special->page of pages. That'll let you nest your page tabs.
4) Thanks. Yeah, I'd like some basic support for more text formats, and 'any file' support, which will take some extra work for some internal technical reasons. But I'd like it. However, I do not think I can support nice text reading any time soon. I'm terrible at drawing lines, but I know I'll never have the time to make something anywhere near as good as Calibre, so the support will stay as an 'open externally' button, like PDFs now, for a long time.
5) Yeah, I absolutely want [+] expand/tree format for the tag list. That list is my own custom widget, so I have to code everything in it. But this is something I really want for myself too, and options for things like 'start with title tags collapsed'. And custom namespace sorting so you can put creator up top, that sort of stuff.
Having auto-scraping has been a long-time thought. I'm hesitant to make too many automatic searchers, since I like human eyeballs behind big decisions. I know some users, however, who have had big success writing their own scripts that fetch the current thread catalog, scan it for threads they want, and then pass them on to Hydrus using the Client API. If you are ok with scripting, you might like to play around with it: https://hydrusnetwork.github.io/hydrus/client_api.html
As always, I'm short on work time. When I eventually roll some of 4 + 5 out, let me know how it goes for you, and if you have any other problems or ideas.