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I do the whole Kensai/mage thing a lot so in answer to your questions here goes.
1)Try and dual class at a level divisible by three because you get the +1 to hit and damage plus the extra proficiency every three levels-going to 13th level is a waste IMHO it just makes it harder to overtake your kensai level with your mage one for not many benefits.
If you've got ToB it may be worthwhile dualling at 15th but you'll be into ToB before you get your kensai levels back be warned.
2) In SoA your total xp-from mage and kensai are taken into account for the 2950000 xp cap so if you've spent 1000000 on your kensai you have 1950000 for your mage. unless you get the xp cap remover.
3) Yes and its great they can too
4) Not really a great combination IMHO as a kensai mage you won't get enough proficiencies for grand mastery in two different weapons plus three proficiencies in two weapon style. You're better off choosing long sword or katana alone. Celestial Fury plus Dakkon Zerth's blade is your best bet because of the extra spells you get from it. Alternatively grand master in staff and use the staff of the arch magi, that's fun too.
5) Only if you want to boost your AC, it's not really necessary if you've got a robe on.
6) Yes
7) Again yes but you might need something to prevent level drain against Bodhi-theres an amulet about that'll help you.
Kensai thieves are also fantastically unpleasant characters to play especially when you get to ToB.
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