https://helpx.adobe.com/indesign/using/find-change.html also has some useful tips.

I’m pretty sure this can only be done with two grep expressions first to change the K: (?<=\<p)K(?=a\>) second to change the a: (?<=\<pK)a\>
These can be combined into a single shortcut command if applied via script such as:
app.findGrepPreferences = app.changeGrepPreferences = null;
app.findGrepPreferences.findWhat = "(?<=<p)K(?=a>)";
app.changeGrepPreferences.fontStyle = "Italic";
app.changeGrep();

app.findGrepPreferences = app.changeGrepPreferences = null;
app.findGrepPreferences.findWhat = "(?<=<pK)a>";
app.changeGrepPreferences.position = Position.NORMAL;
app.changeGrep();
for information on installing and using the script see: https://creativepro.com/how-to-install-a-script-in-indesign-that-you-found-in-a-forum-or-blog-post.php

The only way i know of to do this is with scripting. There may or may not be a way using InDesign’s built-in features. create a paragraph style with the styling the way you want all the numbers to appear and name that style “Page Numbering”, then create a character style the way you want the current page number to be formatted and name this style “Current Page” and run this script:

/*
Scripted by Skemicle
1:00 PM 10/17/2016
*/
if (parseFloat(app.version) < 6)
main();
else
app.doScript(main, ScriptLanguage.JAVASCRIPT, undefined, UndoModes.ENTIRE_SCRIPT, "Add page numbers in reverse");
function main() {
	doc = app.activeDocument;
	prefs = doc.viewPreferences;
	hmu = prefs.horizontalMeasurementUnits;
	vmu = prefs.verticalMeasurementUnits;
	prefs.horizontalMeasurementUnits = MeasurementUnits.INCHES;
	prefs.verticalMeasurementUnits = MeasurementUnits.INCHES;
	var ro = doc.viewPreferences.rulerOrigin;
	doc.viewPreferences.rulerOrigin = RulerOrigin.PAGE_ORIGIN;
	page = doc.pages;
	pages = [];
	userlayer = doc.activeLayer;
	try{
		doc.layers.itemByName("Page Numbering").remove()
	}catch(er){};
	doc.layers.add({name:"Page Numbering"});
	pageHeight = doc.documentPreferences.pageHeight;
	pageWidth = doc.documentPreferences.pageWidth;
	leftMargin = doc.marginPreferences.left;
	rightMargin = pageWidth - doc.marginPreferences.right;
	bottomMargin = pageHeight - doc.marginPreferences.bottom;
	for(c=0;c<page.length;c++){
		pages[c] = c + 1
	}pageNumbers = pages.join(" ");
	for(c=0;c<page.length;c++){
		numbersFrame = page[c].textFrames.add({contents:pageNumbers, geometricBounds:[bottomMargin,leftMargin,bottomMargin + .25,rightMargin]});
		numbersFrame.insertionPoints[0].appliedParagraphStyle = "Page Numbering";
		word = numbersFrame.words
		for(n=0;n<word.length;n++){
			if(word[n].contents == c + 1){
				word[n].appliedCharacterStyle = "Current Page";
			}
		}
	}
	doc.layers.itemByName("Page Numbering").locked = true;
	app.activeDocument.activeLayer = userlayer;
	doc.viewPreferences.rulerOrigin = ro;
	prefs.horizontalMeasurementUnits = hmu;
	prefs.verticalMeasurementUnits = vmu;
}

For information on installing and using this script see: https://creativepro.com/how-to-install-a-script-in-indesign-that-you-found-in-a-forum-or-blog-post.php

This is possible to do with scripting:

var doc = app.activeDocument,
text = doc.textFrames;
for(c=0;c<text.length;c++){ /*create a loop for each textFrame in the document;*/
para = text[c].paragraphs;
for(i=0;i<para.length - 1;i++){/*create a loop for each paragraph within a textFrame;*/
if(para[i+1].appliedParagraphStyle.name == "Head"){ /*Check if the following paragraphStyle is "Head";*/
para[i].appliedParagraphStyle = "Before Head"; /*apply "Before Head" paragraphStyle to the paragraph;*/
}
}
}

This will loop through each paragraph of each text frame and apply the ‘Before Head’ paragraph style to any paragraph whose next paragraph style is set to ‘Head’. For information on installing and using the script see: https://creativepro.com/how-to-install-a-script-in-indesign-that-you-found-in-a-forum-or-blog-post.php

I don’t know about adding “da Silva” to the user dictionary.. But a workaround could be to add “damSilva” and use a GREP Style to apply a no fill color character style to text: (?<=da)m(?=Silva) leaving da Silva.. I don’t know how well this will work for you.

try.. (\w+ ){3}\d\K(st|nd|rd|th).. Let me know if this doesn’t work for you.

try m\K3(?=/hr)