1.) What are the names of the folders in the pac files to change the character icons and portraits in and out of battle?
In sc_selcharacter_en, there are four important folders, the way I see it. char_bust_tex_lz77 is where you change your CSPs - the portrait of the character that shows up on the bottom of the character select screen. Each character is assigned a number that applies to each of the folders; for example, Cpt. Falcon is 9. MiscData[30] > Textures(NW4R) contains the characters' names that show up on the bottom of the character select screen, on top of the CSPs, as well as the character logos that appear on the character select screen. MiscData[70] > Textures(NW4R) has all of the character select icons, the little boxes that you use to select a character on the character select screen. It also has the names that appear over the icons. MiscData[90] > Textures(NW4R) has the little heads that appear in various places throughout the game to indicate which character is going to appear next. These are the most important folders for the mundane hacker, I believe.
For the in battle portrait, you need to find the InfFacexxx.brres that corresponds with each character and edit it to your liking. For example InfFace091.brres is Cpt. Falcon's normal color battle portrait. The InfFacexxx.brres files go into pf > Info > potrite .
2.) Does each costume have its own name on screen? Like if I have two different textures on marth can I have the names marth, roy, and ichigo all on that one character when you change the costume?
Unfortunately, no, each character can have only one name. However, like mentioned above, you can change their CSPs to reflect the different costumes.
3.) Finally where are the folders in the pac files for the loading screen, the sound effects and music, the on screen words (like 3,2,1 go and game, and would you like to connect to wifi etc) and the results screen.
As far as I know, sound effects can only be changed when using Riivolution. I use Gecko OS, so I can't help you there. Music goes in the pf > sound > btrsm folder. The songs need to be in .btrsm format, and need to be renamed according to which music slot on which stage you want them to play on. I will include a link at the bottom that has a list of the music names. Most of the things you suggested are in the MiscData[30] > Textures(N4WR) file.
http://brawlhacks.wikia.com/wiki/The_File_Placing_and_Naming_Guide