On one hand, your question is valid, and on the other hand, your questions have a light, playful feel that makes me think you're just being silly.
On the spell stuff, I think this is where the designers wanted to position the Hold Thread Talent. Problem is that they made the cost so crippling that the Talent is mostly unusable. I won't continue my rant against it, my thoughts are pretty well known on the subject. As to what you're talking about specifically, I'd say that it's weird but they could do it for a short time - just like an archer would get tired keeping a bow drawn forever or a warrior in a fighting pose will tire faster than one with weapon at the ready, I'd say that more than say 15 or so minutes and you have to tap out. Again, this is really what Hold Thread should've done: an archer doesn't burn Strain to keep an arrow drawn, a fighter doesn't burn Strain keeping his weapon in a striking or defensive posture, Hold Thread should be a Strain-free knack.
As to your question about Windlings, check the players guide. Can't remember the page, but there is quite clearly a Windling wearing a backpack. Now, it's a backpack for ants, but it is a backpack. I'm guessing their wings are just set closer to the shoulders then center of the back?