Low-Level Adventures

I would point out that in the sourcebook for Baator, there was a level 1-4 adventure (pretty brutal, but interesting. Was specified for excessive meanness to players, but could easily be modified.) It involved accidentally (through a Sigil portal) ending up in a town just outside the Baator gate from Ribcage as a purge of some sort is ongoing. Remaining in the open exposes you to Abishai patrols (and, with typical fiendish efficiency, other patrols will hear the commotion and come to reinforce, so even if by some miracle you beat off the first you'll have another and another.) The only viable solution was to run for your life until yanked through a wall by friendlies who get you out in return for future service (though getting out is difficult in itself.)

There was also one of slightly higher level that even involved roaming through several layers of Baator. In one of the cities you could even ask a mid-range fiend for advice (though he demands a small service in return that may or may not get you screwed.) It basically involved getting your hands on some night-blossom (cure Styx memory loss,) and involved trying to find the kidnapped gardener, the only person capable of extracting the flower with its potency intact. (The bit about 6 level 7 warriors arriving on scene and giving you three choices was interesting, as they simply assume you're responsible. Fight (and probably die.) Come with them and get executed. Take a Geas to find the basher.)

In short, there's plenty of ways to make level power games.
Perhaps the most important distinction is, indeed, that most powerful monsters simply don't care... although don't A) piss them off or B) be around when they're feeling bored. Also, avoid ongoing battles. Not good to be mistaken for reinforcements.

Paraii are also called Visilights.

They had a name change between various editions which adds some confusion into things. Check your books for Visilights too. I'm fairly sure they're in the MM1 or the MotP.

See My Automata page.

Map the gears individually. Figure out how the gears connect at the moment on the fly. Just assume the order is too complex for your PCs to comprehend.

Wherever you need it to be. There aren't many official permanent portals placed officially in Sigil because portals are a convenience of the DM. I tend to assume there are portals to all the gate-towns in the Market Ward, however - not necessarily permanent, but they're there often enough to ship goods to and from them.

Another good place to put a portal to Automata would be the City Court. A portal to Mechanus is there.

The dabus won't do anything about violence - they're not martial creatures. They carry tools in order to repair the buildings of Sigil and trim the razorvine, but no actual weapons.

The Lady of Pain will tolerate any amount of violence short of outright war, and even then she might tolerate a war for a time (as she did the Faction War and the Blood War incursion that created the Slags), letting it burn out on its own and punishing those responsible. She will act if Sigil's long-term stability is threatened, but not otherwise.

Day-to-day violence is handled by the police.

Quite an extensive one. Shemeshka the Marauder, an arcanaloth, is one of the local crime lords, but there are others, such as the Garianis crime family. The Revolutionary League also counts as a criminal element, since their faction is illegal. They're a society of anarchists who seek to overthrow all authority.