I've looked into why the Voronoi map is ignoring the top-right and lower-left cells. The problem is that when you have gridded points, the Delaunay triangulation is not unique. Since we define polygon neighbors at the triangulation step (the first step of creating the Voronoi polygons), our algorithm drops the top-right and lower-left neighbors. A different but analogous implementation would drop the upper-left and lower-right polygons. We could fix this by defining neighbors after the polygons are created, but this would slow down the tool. We'll have to think whether this hit in performance is worth it, especially considering that Focal Statistics is specifically built to deal with gridded data.
The steps you've outlined are correct.
Unfortunately, there's no way to make a continuous OLS surface. You'll need to make separate rasters for each resolution you want to test, but you only need to krig on the residuals once. You can export the interpolated residual surface to any cell size and extent that you want.
I now understand what you're trying to do with the correlation coefficient. However, I don't think a correlation coefficient will work here because if you want to correlate a single point to the mean of its neighbors, you'll only be able to calculate a single coefficient for the entire surface (since you need repeated samples), so it won't help you in deciding which particular locations should be given preference.
The first thing that comes to mind is the Voronoi Map tool. It's an interactive graphical tool, and if you use Standard Deviation, Entropy, or Interquartile Range, you'll get an estimate of the local variability. A small local variability indicates that the predictions are more constant in that area, so they might be good candidates for new sites because the area can be better represented by a single value. Note that you'll need to convert your rasters to points to run the tool.
Yes, you can change the extent of a geostatistical layer. Right-click the layer in ArcMap's Table of Contents and choose "Properties." Go to the Extent tab and specify the new extent.
Such features are available through the geoprocessing environment. I.e. when using GP tools. The Wizard, however, does not honor these environment settings.
You could, however, use the layer that you created in the GALayerToGrid tool and specify an output extent in the environment and your output raster will then have this new extent.
Steve