That means that if I backup a new channel, all other channels will be force-closed?
There are two types of channel backups in Electrum. The first one ('File -> Save backup') backs up only information required to reestablish the connection with the other party and request a force-channel closure. This kind of backup is called a
Static Channel Backup.
Data-loss protection discourages from providing an old state of the channel. The second method is backing up each channel individually. Apparently, such backups contain the latest commitment state of the channel so a force-close is not required.
And the second one: if the funding transaction gets confirmed after 24 hours, channel will not be created but funds will be locked/lost?
The funds definitely are not going to be locked/lost. I will let you know in the morning after I have reviewed the code. If anyone is interested then search for "CHANNEL_OPENING_TIMEOUT" variable.
Can a transaction auto-remove itself from the mempool after a period of time?
No. Most nodes will drop any transaction stuck in the mempool after 2 weeks. However, even if a transaction is dropped, someone could rebroadcast it at any time and it would be still valid as long as the UTXOs used in that transaction haven't been spent.