1.: Only one model in the unit has to have Hit and Run, for the whole unit to use it.
2.: If you roll for a whole unit you use the highest Initiative, which doesn't matter for Harlequins, since they also have an Initiative of 6.
3.: Hit and Run always uses 3D6 for distance, regardless of the unit's normal speed.
4.: Sadly the Master of the Skies special rule only works for Baron Sathonyx and any unit of Hellions he joins. So a unit of Harlequins can neither re-roll the Initiative test, nor the movement distance, because you may use the Baron's Initiative, but you don't roll for him, but for a unit of Harlequins, that happens to have a Baron attached to it.
5.: Conceal grants a cover save. Stealth improves all cover saves by one.
I must rule with eye and claw — as the hawk among lesser birds.