Welcome to the site GThreepwood.. A little
Monkey Island reference?
1. Is there a way to cancel a "Selected Region" capture with right click?
No, but that's a very good idea -- can't think of why not to add that.
2. Is there a way to have 2 separate hotkeys for whether we want to copy to clipboard or whether we want to save it?
By default SC likes to always save captures, and that's what I recommend people think about getting used to.. And letting SC auto sort old screenshots into dated old folders (or delete them). You could also use the post-capture dialog and i think use some-alt shortcuts to tell it what you want to do after every capture without too many clicks.. But I'm open to hearing ideas.
3. Finally, does this program have a color picker? Sometimes I need to check the hex number or the RGB numbers of a color quickly.
Under the tools menu, SC integrates with the free ColorCopt tool, which it installs in the Tools subdirectory. You could add other tools easily too.
ALSO, SC *always* shows the color under the cursor in the statusbar, near bottom right.