I think Shark109 wants some independent views, which is not a bad idea, since there are many different approaches.
As for my opinions to these three questions:
1) Some studies indeed find difference in the strength of splenic contractions (or in the strength of diving response [DR] in general) between untrained subjects and breath-hold divers. I saw also some studies denying it, but I tend to believe there is indeed some difference. However, I do not think that one necessarily needs to train no-warm up technique frequently to have own body "learn" better the DR. You get used to it also with most other types of freediving technique. Personally, I prefer keeping the no-warm-up just for competitions, and in this way rely on a bigger "shock effect" and hence quicker and stronger DR. However, I know there are others who start each their training with a no-warm-up max (or near-max) attempt. In the same time, I also heard from some freedivers who used to do it in this way, that the no-warm-up effect partially "wore off". It probably did not, but they simply lost the motivation, and the will, because they stopped to progress at some point.
As for the splenic contraction itself, I am of the opinion that it is better to have the spleen contracted prior the max dive. Of course, it is great having the extra hematocrit boost during the dive, but when the hematocrit comes from the spleen during the dive, it only helps transferring existing oxygen from lungs to tissue. If you manage to squeeze it from the spleen before your dive, it will be charged before your immersion and hence the total volume of available oxygen will be higher. Besides it the splenic contraction is rarely maximal after a single breath-hold - the spleen normally needs a series of breath-holds, to get the maximum out of it. For this reason I do 2-3 short empty lung breath-holds some 5 minutes before the top. Others avoid it entirely, and prefer doing a real and total no-warm-up - it depletes less oxygen, and tires less the organisms. It is hard to tell which way is more optimal, but it may be well individual and depending also on many external factors. Everyone needs to experiment and find his own optimum. At least, as long as we do not have any consistent evidence that one or the other way is really better.
2) Training on empty lungs belongs certainly into the training preparation of each freediver. However, if you do not intend to dive only FRC, limiting the training to only empty lungs dives may be counterproductive. It is not guaranteed that empty lung training would result in more hematocrit increase than normal hypoxic training (where you start with more air, but may stay longer in the hypoxic stay).
And generally, when speaking about hematocrit levels, the question is whether we really want it - on one side a high level of hematocrit means more hemoglobin and hence better oxygen transport, but in the same time also higher viscosity and hence worse oxygenation of capillaries, and an important extra load put on the heart. In long term it can also lead to health problems. So my opinion is that training with the purpose of increasing the hematocrit makes sense only for occasional peak performances (i.e record attempt, World Championship, etc), but perhaps not keeping it permanently increased.
BTW, Shark109, knowing how easily you get quite blue in training, I suspect that your level of hematocrit is already rather at the higher limit. People with high hematocrit get much easier blue than those with anemnia. Do you know your blood hematocrit level? If not, it may be a good idea to have a blood check.
3) Practicing Pranayama without proper knowledge may be also counterproductive. According to some studies, that were quoted here on DB earlier (for example in the thread about cyclic meditation), practicing Pranayama can increase the O2 consumption considerably (I believe the study spoke about levels of over 20% increase). On the other hand, with Pranayama you learn using the breathing muscles more effectively, you get some stretching, and there may be other positive aspects. However, it is not some miraculous method that would increase you lung volume. It is more or less effect of better muscle relaxation, better technique, and some stretching.
As for the questions how often and how long you need to train this or that to get better - I am afraid there is nobody who can give you a perfect schedule for your training that you could follow. There are far too many variables. To get results you need to push the envelope, but you need to balance with available time, the fatigue, risk of over-training, or risk of loss of motivation. I am afraid that the only one who can tell how much you need to train is yourself - you need to rely on your body and its signals for adjusting your training frequency, and intensity.