A1: To beat sage you have to get her in her lair and temporarily disable her. Once she's disabled their is a turrit (forgive the spelling) that you must either ram or hit with your weapons. It shoots missles and hits sage. You must do this 3 times in order to beat her.

A2: Once you start the second mission of the Executioner level, the first thing you need to do is destroy the three generators (which appear as white circles on your radar) to lacate Sage. Then lure her towadrs her lair. Her lair is in the middle of the arena. once you and her are inside keep shooting her until her reapair sheild activates. Don't bother shooting her when her sheilds activated. Then there should be an appearance of a rocket launcher getting into firing position. It should come up as a white circle on your radar. Aim carefuly and shoot it. Once thats done, the missile will be shot automatically at Sage and each one will hit her vehicle. Remember that Sage is paralyzed and can't move when her sheild is activated. repeat this two more times and then Sage will be destroyed. just don't let her Warlord minions stop you. If you manage to defeat this level the reward to you will be the Executioner.
If you want to unlock her paint desighn you have to complete all secondary and primary objectives on both Executioner missions. I have already beaten the game and I have failed many times. If you fail just keep trying you will get it.

A3: I think you pick the best weapons and best car

A4: I used warlord, hellfire missiles and flamethrower and I did it second time :)