HSB color swatches are literally the same as RGB swatches. Converting swatches to CMYK is prone to all kind of wonkiness because it’s not color managed… that is, you’re not specifying “which RGB” and “which CMYK” (there are many many RGBs and CMYKs). I generally would not convert color swatches to CMYK.

That said, if you want/need to, there’s a discussion and couple scripts here:

Script to convert all colors to CMYK Process?

That’s interesting… tricky… I think what you’re looking for is the equivalent of the “Keep in Frame” feature you can get with Rule Above or Rule Below. The Shading feature doesn’t offer that.

I’d say put it in a table cell, but that won’t break across pages, of course.

Hm…