regarding no1 - There is no Heavycoin windows installer, so I think something needs to be configured in your Windows to make the association work.
Gotcha - figured that part might have been handled in the client itself

However, that doesn't explain the error thrown when feeding the client the URI manually, e.g.:
heavycoin-qt.exe heavycoin:HTQUFnH79dorHhfJATgLDUAwNpQ2Xa9LLb
or
heavycoin-qt.exe heavycoin://HTQUFnH79dorHhfJATgLDUAwNpQ2Xa9LLb
yields:

I'm not sure this is all there is to it, but I'd guess that at least this one line was overlooked:
https://github.com/heavycoin/heavycoin/blob/master/src/qt/guiutil.cpp#L83
regarding no2 - I guess the forum mangling is related to the length of it... maybe we change to hvc:// Would that fit?
I suspect it's some forum URL parser at work where an exception was made for "bitcoin:". Using hvc (or heavycoin, etc.), you get this:
input: hvc:HTQUFnH79dorHhfJATgLDUAwNpQ2Xa9LLb
result: http://hvc://HTQUFnH79dorHhfJATgLDUAwNpQ2Xa9LLb
input: hvc://HTQUFnH79dorHhfJATgLDUAwNpQ2Xa9LLb
result: http://hvc//HTQUFnH79dorHhfJATgLDUAwNpQ2Xa9LLb
If that's the case, then there's not much that can be done about that without getting forum operators to add heavycoin to the list of allowed protocols... and then watch as hundreds of other coins also want it

You're right. We've missed something. This will be fixed for the next release, but we'll try to get a point release out sooner.