How to you save on GTA Online

Instead of pressing -> at the door, walk through the door to the range itself. There should be a glowing blue ring at the far end of the room that triggers the shooting range hobby.

It works just like any other job. Once you trigger the event you can invite people to your lobby (or not, solo works too) before launching the session to start shooting. The challenges are different from story mode though, since they are built as competitive challenges intended for more than one player.

No - if you skim through https://googledrive.com/host/0B-Q7WnzcPvLtLVVoM3otTVlnOFE/all.htm you can see that basically anything with 4 seats is going to have a back window. My best experience with getaway vehicles so far have been the Jackal (inexpensive, easily stolen) or the Exemplar (200k or so, performs well.) Super cars don't appear to have back windows, or they're very small but I've managed to shoot and kill other players in them during a chase.

I'd suggest stealing a jackal and tweaking it out a bit to try, since you can get the car for 'free'.

Just to note, my experience with regular vans and cube vans is that the back doors or cargo door will stay open during travel, especially if people are shooting at pursuers.