1. I don't see any reason that the twins can't still be alive. I imagine the explosion sent them too far to be able to get back to the battle before Neo flew in. After all, he twins aren't agents, and I don't imagine they can just take over a human "body" to get around quickly.
2. If Neo took the time to kill the architect, Trinity would have died. He caught her JUST before she hit the car, and she already had a bullet in her. I don't know if he would have been able to fix her from the damage of the impact.
3. You lost me with this one.
4. I really like Seraph, and hoped it was him. But since I've now seen Animatrix, I think the Kid is the character in question.
5. I
don't think you're probably wrong.
6. Excellent thought! Maybe that's a consequence that Smith never imagined, just like the breaking of the Law of Death.
7. I don't know about "levels." There are lots of tunnels in the earth that the machines and Zion ships travel in, and I'm sure some of the tunnels have chambers for specific reasons. But, as I understand it, Zion was hidden until, in some unknown way (maybe it's in the game that Murrin mentioned?), the machines found it. Animatrix spoiler:
They started digging just as the Zion ship Orion popped up to the surface - which they had never done before - saw them digging, and took off to warn Zion. They were destroyed by the machines, but not before they got the message out. All of that is in Animatrix. But in the beginning of Reloaded, they briefly debate whether the information from the Orion is accurate.
As for the non-AI machines in Zion (generators, water recyclers, etc), I assume they were built by humans. I imagine they dug out Zion and built the machines during the war, just in case they needed to hide.
8. Yeah, that's probably about it. Somehow, the Oracle got the best there was to be her bodyguard. As for whether he is a program, when Neo says something like, "I'd say you're a program from the machine world. So is he", the Oracle replies with something like, "So far so good."
p.s. I'm not sure if I've been insulted or complimented!

But I agree, this thread has been really great!
But weren't the fights freakin' awesome??? Man o man! Actually, I think Neo looked a little too cgi in the Smith fight, but since the action was beyond belief, I didn't mind much.

And the fights with Seraph, and the Merovingian's (sp?) folks were incredible!! And who would have imagined a car-chase that I like?!?! I hate chases, and generally avoid movies with them. But this one was kinda special.