Changing velocity for a section-
Highlight that section of the track and use 'edit - change velocities'

For deleting notes-
You can do this in the notation window, the piano roll window, the tracks window or the event list!
Quickest way-
Highlight the notes you want to remove in the tracks window and use 'edit-cut' (making sure the 'leave gap' option is selected in the popup)

Sounds like you'll need to note the tempo changes and when they occur, then insert them in the Tempo map of PT.
That is weird that the tempo changes don't get imported with the song. Where do they work correctly? BiaB?

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