I had an ELCS last october for my third baby, so in answer to your q's:
(1) yes, I bled for about 4 weeks, but MUCH lighter than when I had vaginal births with my first 2 (apparently you're 'vacuumed out' alot better when you have a c-section, or so a nurse told me in theatre!). It did get heavier when I resumed walking the school run after 3 wks
(2) Big granny pants with soft yoga pants. After 2 wks, put on my maternity jeans. My scar was stretched / pulled by some clothing & felt slightly uncomfortable, but was fairly well protected by the granny pants (love 'em!)
(3) My scar took quite a while to heal - there was a tiny piece of skin that hadnt been stitched back in properly and was itchy / slightly infected so I got antibiotics for it at 2wks. Think by 6wks I was noticing scar less. However, every now and again, I still 'feel' the scar pull when I do certain things (baby is nearly 11months). I think from previous mumsnet research, this is normal. I barely notice it other than that.
(4) Exercise? Ummm, haven't gotten round to that yet! I seriously need to do something to fix my knackered tummy muscles, but havent quite gotten round to it. I was, however walking the school run after 3 weeks (brisk walk, crowd control kids on scooters etc!) if that counts as exercise??!
Good luck with the ELCS - without wanting to worry you (and I really hope I don't), I found it a peculiar experience. Unfortunately my blood pressure hit the floor (I have very low pressure anyway) and I spent the entire time retching & feeling like I was going to faint (even though I was flat on my back). My husband, on the other hand, thoroughly enjoyed the experience - flirting banter with the nurses, got to hold baby first, got LOTS of attention!
The theatre room was very jovial - radio on, everyone chatting. It was just me feeling slightly pants but everyone was so excited about the new baby that it didnt really matter. Plus I felt brilliant again once I was in recovery. Its amazing how quick the baby (or babies in your case!) arrive - I had spinal block at 9.20am (or something like that), then first cut at 9.40am, waters broken 9.41am, baby born 9.42am!! Took until 10am to stitch me back up, job done!!
Hope that helps!