Cow: That is right. You can load in the Combat turn you declare war, then move out of the SZ to unload elsewhere.
You could not unload in the SZ you started in unless you had Naval units to fight and sink the Cruiser first, as the enemy Cruiser will prevent unloading.
Again you are right: if at war you cannot.
You are not wrong, but I will answer third part: UK could put a Destroyer in the same zone as a lone Japanese Transport, then when war was declared by Japan, the Japanese player load in Combat Turn and move away to amphibiously land elsewhere(as explained).
The UK could do this to ensure Japan does not take an island or land territory of UK’s choice with defenceless Transports, as the Japanese player would have to sink the Destroyer or move away.
It might be a worthwhile move.