1) Are there means in Armory to freeze this dust?
I don't believe you can "freeze" the UTXO... the best you can do is use the "expert" feature of "Coin Control" and just make sure that any "dust" UTXO is not selected when you're sending coins.
2) I should update to the most recent offline Armory in order to sign transactions involving segwit addresses, correct?
Correct... to avoid any compatibility issues, the online and offline versions of Armory that you're using should be the same.
3) Any issues I should be aware of when using Armory? IE it won't include change as a miner fee but will still create a change address, or something that will put my btc at risk
Armory, by default, creates and uses change addresses if that is what you're asking... you don't have to explicitly set the change unless you want full control over the exact address that the change is actually being sent to.