You can use HTML tags in image titles and captions so you can insert HTML line breaks ('<br>') to separate an image title or caption into different lines. For example:

Line #1<br>Line #2<br>Line #3

Please see this FAQ for details:
How do I add HTML formatting to image captions and titles?

That is correct. Loading a 'Preset' is a quick and easy way to set a combination of different configuration options at once.
When you load a 'Preset' the configuration options listed in the preset file are applied to the gallery and when you save the gallery on the 'Publish' tab, all the configuration options currently set (including those applied to the gallery via the 'Preset') will be included in the gallery's 'config.xml' file.

It is not possible to rename the XML file from within JuiceboxBuilder-Pro.
You could certainly rename the 'config.xml' file after the gallery has been created and then use a configUrl configuration option within your gallery's embedding code to point towards the new filename.
For example:

<!--START JUICEBOX EMBED-->
<script src="jbcore/juicebox.js"></script>
<script>
    new juicebox({
        configUrl: 'custom.xml',
        containerId: "juicebox-container",
        galleryWidth: "100%",
        galleryHeight: "100%",
        backgroundColor: "#222222"
    });
</script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

Please note that if you rename a gallery's XML file, the gallery will no longer be able to be opened by JuiceboxBuilder-Pro.

If you want an easy way to keep track of multiple galleries, then you could keep each gallery in its own separate folder (giving each gallery folder a unique name). This would avoid the need to rename any files within the gallery folders.
You could then upload the complete gallery folders (rather than just the contents) to your web server and embed the galleries in your web pages using the baseUrl method of embedding as documented here.

It looks like your problems may be due to your custom theme introducing whitespace in certain places.

Your theme inserts whitespace before the Gallery Id in the Juicebox shortcode which results in the search for a valid shortcode failing (which, in turn, results in the 'juicebox.js' file not being loaded).
For example, a Juicebox shortcode should look like this:

[juicebox gallery_id="1"]

... but yours looks like this:

[juicebox gallery_id=" 1"]

... (note the space before the '1').

Also, your theme inserts four blank lines at the top of your gallery's XML file which appear before the XML declaration resulting in the following error (which may be the reason for the "Config XML file not found" message being displayed).

WP-Juicebox cannot prevent against your theme adding whitespace.
(There are also four blank lines above the Doctype Declaration on your main page. These are likely to be coming from the same source.)

Check your theme's PHP files and make sure that there is no whitespace which might be output when the files are loaded. For example, you have blank lines at the top and bottom of your 'functions.php' file which are likely to be the cause of the XML file problem.

I'll try to clarify a couple of other issues from your post above.

WP-Juicebox galleries dare not structured like regular galleries are.
There are no gallery folders for galleries created by WP-Juicebox. All WP-Juicebox galleries share a common 'jbcore' folder (in the 'wp-content/plugins/wp-juicebox/' directory), the images are stored in the Media Library and the XML files for WP-Juicebox galleries are created dynamically when the galleries are displayed.

Juicebox itself comes with its own version of jQuery (bundled within the 'juicebox.js' JavaScript file) so there is no need to load a separate version of jQuery into your web page.
WP-Juicebox requires jQuery but it uses the version which comes bundled with WordPress, so again, there is no need to load a separate version of jQuery into your web page.

WP-Juicebox loads the 'juicebox.js' file in the web page only if it is required (if a Juicebox shortcode is discovered on the page).
However, for some reason, the 'juicebox.js' file is not being loaded in your web page.
I do not know why this might be but you can ensure that the 'juicebox.js' file is loaded into all your web pages by opening the 'wp-juicebox.php' file in a plain text editor and changing line 31 from:

add_action('the_posts', array(&$this, 'shortcode_check'));

... to:

add_action('wp_enqueue_scripts', array(&$this, 'add_scripts_wp_core'));

When the browser window is resized, the thumbnails are redrawn (thumbnails may be added or removed from the current thumbnail page depending on the new size of the browser window) so you might need to wait a short while after the browser window is resized before removing the click handlers.
Introducing a short delay (such as 200ms) before running off('click') using window.setTimeout() should hopefully be a suitable workaround.

<!--START JUICEBOX EMBED-->
<script src="jbcore/juicebox.js"></script>
<script>
var jb = new juicebox({
    containerId: 'juicebox-container'
});
$(document).ready(function() {
    jb.onInitComplete = function() {
        $('.jb-idx-thumb, .jb-idx-thb-frame').off('click');
    };
    jb.onThumbPageChange = function() {
        $('.jb-idx-thumb, .jb-idx-thb-frame').off('click');
    };
    $(window).resize(function() {
        window.setTimeout(function() {
            $('.jb-idx-thumb, .jb-idx-thb-frame').off('click');
        }, 200);
    });
});
</script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

You need to give your 'juicebox' object a variable name (such as 'jb' in my example above) so that it can be referenced by the API methods.
In your own web page's embedding code, change:

new juicebox({

... to:

var jb = new juicebox({

The second code example in your post above probably fails because you are trying to remove the click handlers at a time when the .jb-idx-thumb and .jb-idx-thb-frame classes do not yet exist on the page. The code needs to be put inside the onInitComplete() function (to ensure that the .jb-idx-thumb and .jb-idx-thb-frame classes are present before off('click') is applied to them).

Unfortunately, there is no direct download functionality within Juicebox-Pro.
The best way to download an image currently is to click the 'Open Image' button (to open the image in a browser tab of its own) and then right-click 'Save Image As...'.
Please see this forum post for more information on direct downloading images.
There is also no zooming functionality within Juicebox-Pro.

If you would like to make any suggestions for future versions, please post them in the Feature Requests forum thread.
This keeps all the ideas together and ensures that they are not overlooked by the developers. Thank you.

You're welcome.

The click handlers are generated dynamically by the 'juicebox.js' JavaScript file.
Try something like the following:

<!--START JUICEBOX EMBED-->
<script src="jbcore/juicebox.js"></script>
<script>
    var jb = new juicebox({
        containerId: 'juicebox-container'
    });
    $(document).ready(function() {
        jb.onInitComplete = function() {
            $('.jb-idx-thumb, .jb-idx-thb-frame').off('click');
        };
        jb.onThumbPageChange = function() {
            $('.jb-idx-thumb, .jb-idx-thb-frame').off('click');
        };
    });
</script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

Hopefully this will point you in the right direction.

Please note that my suggestion above uses jQuery. Juicebox comes with its own bundled version of jQuery (within the 'juicebox.js' file) so basic jQuery functionality is available as soon as the 'juicebox.js' file is loaded in the page (and without the need to explicitly include a separate jQuery JavaScript file).
However, if your web page uses any jQuery code at all, I would recommend including a separate jQuery JavaScript file (just in case we remove any jQuery functionality from the 'juicebox.js' file in the future).

As far as I am aware, there are no plans to release a new major version (ie. Juicebox v2.0) any time soon.
The next release is likely to be v1.4.4 - a free upgrade for all Juicebox-Pro v1.x users.

You're welcome!

The error message is displayed because an XML file corresponding to the requested Gallery Id cannot be found (and it certainly looks like it does not exist in the case of your sample web page showing Gallery Id 11). If it has not been deleted, then perhaps there was a problem with the XML file being created in the first place (although if this was true, I would have expected an error during the creation process rather than just when the gallery is displayed).

Please double-check the permissions on your '/wp-content/uploads/juicebox/' directory (where the gallery XML files are stored) to ensure that they are not too restrictive. Default permissions of 755 should be fine.

It looks like there may only be 5 WP-Galleries on your web site (with IDs 1 to 5).
Have you deleted any galleries at any time? (This would account for a gap in the ID numbering but ordinarily should not cause any problems).
Also, how many galleries are listed on the 'Manage Galleries' page and what IDs do they have?