the Pokemon you made shiny is gonna stay that way forever, but you could erase the code and never use it again.
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yes you can get shiny Pokemon with action replay
It depends. It seriously depends what cheat you used. If, for example, you used the shinies cheat, and you saved the game, your Pokemon will remain permanently shiny unless somebody invents an "unshiny" code or something. But if you used "Walk through walls" and saved,and you didn't select that cheat next time, nothing will happen to your game. I'd stop using cheats though. They ruin the game.
Depends on which cheat code you entered, you can probably delete off your Action Replay and save it.
you can't
Re-type the code you used in and it will say cheat de-activated