Sorry for the confusion and inconvenience!
Many apps use command-period as a shortcut for the "Cancel" button in their dialog boxes. Mail is one of the apps that supports that shortcut - my work machine is running 10.6, but I can use command-period to cancel out of dialog boxes.
Even if Snow Leopard used to forward that shortcut along to OmniFocus if there weren't any Cancel buttons visible, it's possible that Mail isn't doing so under Lion. If the message never makes it to OmniFocus, we can't respond to it. I'd suggest trying a different shortcut and see if Mail handles that better. Perhaps Command-Control-Period or something along those lines?
Regarding the missing attachments - in OF version 1.9.1, we tried to work around a bug in Mail which could cause this; it may be that our fix doesn't cover one or more cases that you're hitting. If you contact the
support ninjas, we'd love to investigate this with you.
(Ditto for issue #3 - haven't heard of that phenomenon, so we'd love to investigate.)