I'll try to help where I can. I'm pretty new still, but there seems a lack of people to help.
1. NO Shaders are used as a baseline to help setup the cgminer. Concurrency is more of the fine tuning. You can have both or either; up to you.
(Shaders are the hard set number on your GPU, whereas concurrency is a multiple "usually" of the shaders dealing with GPU RAM usage)
2. The -g is a "last step" item you can play with yes. Most of the time (from what I understand) use -g 1. Higher G may require lower -I
3. Fan I can't help there; I use afterburner, vision center, trixx etc for fan speed.
4. not sure on multiples either. Do you get an error with the second? if not, try 2 cgminer folders with separate .bats (one for each gpu) Some programs you can add "-multiple" tag at the end of the file target.
5. You need to set the system to accept higher concurrency values. Open a terminal and type: setx GPU_MAX_ALLOC_PERCENT 100 (assuming windows OS here)
Hope this helps
PS- look for a readme file in your CGminer folder