I've never done much Multiplayer, but I'll offer what little I can.
1. Skein/Wedge has historically been a good formation for penetrating into an enemy formation. However, the merits of this formation in M&B are debatable. One good use of Skein is that it would be difficult to out flank, since the wedge formation would be deep without needing as many units. This means soldiers wouldn't risk being attacked in the sides or rear as much, if facing a large force. However, the lack of actual depth in rank might leave the formation vulnerable under extended periods of contact, if taking casualties, as the formation risks breaches. As well, it tends to run a little loose, so you could have soldiers slipping through the formation, which could be disastrous. Lastly, another benefit of using skein is that, if the enemy wraps in on the formation, you could position archers on the flank to great advantage.
2. Loose and scatter. As of yet, I haven't managed to get a unit into scatter formation, but it looks like a loose wedge formation from the image. Perhaps this formation is for horse archers, or dedicated skirmisher units.
3. Concerning Retreat vs Movement orders, I'm going to assume you meant fallback and not retreat. I've found retreat to be a useful order when attrition is a major factor, as well as ease of use when handling multiple formations during the initial maneuvering phase of a battle. Occasionally, the enemy troops may be approaching your line in a disorganize blob instead of a solid line, retreating your shieldwall just as initial contact is made may give you a short period of numerical advantage, where the first few enemy soldiers are fighting two or three soldiers at a time. But I would be very careful here; the idea is to get a few easy kills, not breakup your shieldwall.
4. If the enemy is close enough, the soldiers tend to face them while falling back, but this may be a very short range, or dependent on some kind of threat level. I haven't found a way to pull units back while forcing them to maintain their facing.