Yes, Maxis set is unlocked out of box.
If you are on FW 3.1, sorry to tell you that you unable to downgrade to any firmware lower than this at the moment.
Also, for now FW 3.1 can be JB only with Mac by using Pwnage.
Hope that clarifies your doubts.
Now profiles in iPhone also needs to sign. So, it is not a surprise at all if it does not work.
Internet Tethering by using other Telco (besides Maxis) also no longer works.
1. If you have upgraded to FW 3.1, sorry to tell that you unable to downgrade to lower version of firmware. Unlock also not not available for FW 3.1 for now.
2. If it is a locked set, there is no guarantee that in future you can always update and unlock with the latest firmware.
3. No idea what your question is about. Sorry

Please read the 1st page of this thread to know more about JB+Unlock.
ok u said cant Downgrade to any firmware lower..
but i google & found out that there is a way to downgrade...
p/s : to mod if i post something illegal please tell me.. thanks