#2
Thats just the backing track, most of what you're hearing in that is the backing track. Alexi and Roope are excellent guitarists, don't get me wrong but that mix is just really bad.
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#3
You can use a violin bow to get a violin effect. I didn't watch the video but I'm assuming that's the idea you're going for. My friend also had some fancy electromagnetic gadget that he got at the local shop which kinda makes it sound like a violin. You just place it over the string and then fret the note and it does the rest.
#4
an EBow might help you get that sound. If you listen to the sound clips from the Ibanez lo-fi pedal, itll give you a sort of violin-like effect.
#5
Easy peasy. It's called your guitar's volume control.

Watch [url="URL=http://www.youtube.com/watch?v=mIFFRHBCPzA[/"]this video of Jeff Beck, he's a true master of 'violining', as it's known (check out Tal Wikenfeld's bass solo too, she's amazing).

Joe Bonamassa and Robert Fripp are also regular users of the technique.