Electronic – Termination ends orientation in toroidal transformer

1) Winding direction doesn't matter as long as you keep it consistent. If you are adapting a lathe or drill as a winder, the winding direction will be determined by the machine.

2) If the small windings are at approximately the same potential they can share a layer, otherwise you must provide sufficient insulation between them. Sometimes you may have to separate layers to reduce capacitance between them, or interleave them to reduce leakage inductance, but that is too complex to discuss here.

3) Winding coils side by side is simpler and provides better voltage isolation especially when the sections are different bins on the bobbin. That is essential for high voltage supplies and makes mains voltage safety approval easier.

However it increases the leakage inductance, and that matters for high frequency applications like SMPS. The only reasonable way to know if you can do this is to wind one that way and measure the leakage inductance. If it's out of spec (or even close to it) wind another in layers and compare them.

The Japanese (back when 50/60Hz mains transformers were still viable) would often use a lighter gauge of wire for the 'upper' half of the 230V (or whatever) winding. North American makers, in my experience, not so much.

I don't think bifilar winding would be good because of insulation considerations when they are in series. It's fine when they're in parallel (and sometimes used because of skin effect or just to get a heavier gauge), but I think bad practice to depend on the wire insulation for much breakdown voltage. If you break the input to the transformer with a switch, a lot of voltage will appear across the primary winding, and half of that would be wire-to-wire with a bifilar winding.

You can't connect them in parallel because of the CT, but it wouldn't be a very good idea anyhow- the different number of turns means the transformer would quickly overheat.