1) Well you're absolutely right, for some reason I don't see a coloring that shows me the influence of a soft selection which is not very convenient. There might be an option for that but again, this being my very first installation of Maya, I don't know why my default parameters seems different from others.
2) Undos work fine. It's only when this "bug" happened (it's not a bug, just a soft set to Global mode as you said) that the undo behaves weirdly and only one object "reacts". I need to roll my mouse over the other object to actually see the undo. No big of a deal.