So, first up, let's define exactly what triggers Feather Fall:
1
reaction,
which
you
take
when
you
or
a
creature
within
60
feet
of
you
falls
Situation 1: You can't cast Feather Fall as a reaction to being hit - it's a reaction to falling. If damage caused you to go unconscious, causing you to fall, then you can't use Feather Fall. That's because when you're unconscious, then you're incapacitated, which means you can't use reactions.
Situation 2: Yep, that's exactly how it works. If you land before the spell ends, you take no damage, and you can land on your feet. Taking no damage doesn't depend on landing on your feet, and while the spell gives you the option to land on your feet, while ever you're unconscious, you're prone.
Situation 3: Again, to establish a baseline, the rules on falling:
If
a
flying
creature
is
knocked
prone,
has
its
speed
reduced
to
0,
or
is
otherwise
deprived
of
the
ability
to
move,
the
creature
falls,
unless
it
has
the
ability
to
hover
or
it
is
being
held
aloft
by
magic,
such
as
by
the
fly
spell.
There's no suggestion of a delay there, so you start falling as soon as you're knocked unconscious. However, we really have no idea how long a fall lasts. You'll have to talk to your DM about that.
Finally, there's the question of whether someone can cast Feather Fall on you when you fall into their range. The reaction for Feather Fall can only be taken when a creature within 60 feet falls, but whether "falls" means "begins falling" or "is falling" isn't particularly clear. I think most people would allow casting Feather Fall on someone falling within 60 feet even if you weren't within 60 feet of them when they started falling, but you'll need to check that one with your DM too.
All that aside, you might be interested to know about the Ring of Feather Fall - it's a magic item that is pretty much designed for this sort of situation. If you can get your hands on one, you never need to worry about falling again.
Your spellcasting modifier for those spells you cast using Magic Initiate is Charisma
You quoted the relevant text:
Your spellcasting ability for these spells depends on the class you chose : Charisma for warlock
So your DCs, to hit modifiers, etc. for those spells are all based on your Charisma, so: DC 16.
If you later learn those same cantrips from another source (multiclassing, Arcane Trickster roguish archetype) you can choose which ability score to use, if that second source uses a different ability score for casting. If you have the Arcane Trickster archetype, then your spellcasting ability for your rogue spells is Intelligence.
Best Answer
Probably not.
Prestidigitation isn't explicit about what a "trinket" is, which means we have to fall back to the general English language. I would interpret a trinket as something small with artistic or sentimental value but no particular mechanical properties, so if I were the DM I probably wouldn't let it replicate the properties of any specific item.
And then there's the big one - the trinket must fit in your hand. Arrows are clearly longer than your handspan (they need to be in order to work), so by my interpretation you definitely couldn't create an arrow. (Perhaps some DMs would consider this clause met if you could wrap your hand around it; that doesn't seem like the natural reading to me but it's defensible.)
But ask anyway.
D&D is ultimately a storytelling game about having fun, and DMs have to adjudicate lots of little things that aren't strictly covered by the rules. If allowing this makes the game more fun and interesting for your table, and doesn't unbalance things, then there's no real reason to shut it down.
(For my part, I lean towards allowing creative mechanics like this if they're a one-off or strictly worse than the normal case, but look to disallow them if they become standard MO that gets used regularly. In this case, since you have to give up your action on round X to create the arrow fired on round X+1 - and thus attack half as often as usual - I don't think there would be any issues.)