A: Rough opening framing: 2x4 Douglas fir is best. For door jambs: door material dictates wood used for jambs. H.D. has interior 3 piece jamb paks available. 4-9/16"w for 2x4 framing & 6-9/16"w @ 2x6 walls.
A: I don't know what you are planning to attach or from where to the shelf top? Bottom, side, end ??? I have never seen paint that a nail, screw or bolt would not easily penetrate. So, yes, go for it.
A: I can see no reason they could not be used as bed slats as long as they are long enough to fit your bed. I would measure first on a king size bed.
A: Hi HarryPotter :) No, these boards are not treated with any type of chemical and don't contain any glue or resins that could bother your chinchillas. They are simply heat treated in a kiln to kill any pests left over from the forests.