Hi Mealea
You do have your fair share of drawbacks, don’t you.
Regarding your images, it looks like you are ZSketching on top of a mesh but when you go to preview it, it turns into a big blob. That would be a result of your ‘Tool > Unified Skin > Resolution’ slider being set too low. Increasing the resolution of the Unified Skin will give you a skin that more closely resembles your ZSketch. The drawback is, that the higher you set the resolution, the longer it will take to render your Skin preview. That maybe would also be why you are having problems with small spheres. ZSketching and the resulting Unifed Skin should be looked at as a rough-in and not something for doing fine detail.
Regarding Color and Material changing on all subtools. That’s normal for ZBrush to give you a live preview of any color or material change. If you want a subtool to maintain it’s color and material, then you will have to fill it. i.e. 1. Select your subtool that you want to fill. 2. Turn on ‘Mrgb’ button. 3. Select your color and material. 4. Go to ‘Color’ menu and click ‘FillObject’ button. Now that subtool will not change color or material when you select other colors or materials. Any subtool you fill can always be changed later by re-filling it with a different color and\or material. If you want to change just the color and not the material, then fill with the ‘Rgb’ button on. If you just want to fill with a different material, then fill with the "M’ button on.
As to why your subtools are disappearing, it would be hard to tell unless somebody is standing over your shoulder and watching what your doing. If they are, it’s probably because you did something to make them vanish. Tools will stay in your Tool palette until you Init or restart ZBrush. So if it looks like something has vanished, just click on the large Tool icon and check inside the Tool palette.