SlyMarbo
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it's not stated but it's shown. Queen Alysanne's dragon reeled getting near the wall, this is likely due to it being anti magic in nature.
only in the premises of a lords seat of power such as Winterfell itself or any other castles. other then that and toll taxes some lords might enforce on specific roads, no, they'd veiw peasants In the surrounding area as just travelling or pilgrims
no. The Wall is specifically built to keep all magic out. this was also seen when a Targaryen once tried to fly to the wall in one of the books, only for it to reel back in distress like a cat with a cucumber