When I'm using arty and I take direct control of a gun like the US M12 the aim point takes ages to come into line with my targeting cursor (mouse cursor), then I have to wait for a sniper crosshair to form around my targeting cursor before I can press the left mouse button to fire.

When using F6 I select the mortar, press F6, then left click on the target area - I press 'F' to stop firing (you have to keep your mortar supplied as it doesn't come with many rounds to start with). You can also get a mortar forward observer which uses off map mortars.

You have to select a "second" gun in mg slot after you switch into indirect/direct fire mode.

Either two ways, but you always have to click the in/direct fire button next to the engine symbol. First way is more manual and that is what Romich suggested; select the slot to the right of the main armament slot and select the round then press spacebar to load in the shot. Second method is to go into direct control and press RMB (automatically switching to secondary) then spacebar. If using Ctrl button for direct control, you'd have to let go of Ctrl before you press Spacebar otherwise the command to load in the shell won't work. Some units have more than one secondary weapons, so you would have to select the shell manually.