I'll respond to each question.
1:
Night game I always use opinion openers. That's because unless you are very good looking you'll struggle to demonstrate any value (every guy will go direct). That being said, I'm selective in my clubs, in that they have a lounge and a dfloor inside.
What works specifically I find in the transitions is some kind of qualifier linked to your opener. Will hook them early, particularly if you go direct. With opinion openers you can get away with a lot, a simple multi thread would be fine imo.
Other openers which work in clubs would be more linked to social proofing. I find that social proofing in a club works - ie target guys and mixed sets before going to your HBs. I know for a fact that girls are watching (in many cases I've had girls comment to my wings that I seem to be very charismatic).
Question 2:
Day game depends. I don't do it much at malls per say, an opener I use a lot on public transport is 'Holy crap my iPod just broke, guess you are the second best option' with a smile or something.
For malls I'd generally use something slightly more direct, like you said. Yeah, there is awkwardness, but hold a really positive confident frame (it sounds like frame is an issue for you) and you should power through it.
That being said, I prefer high energy night game most of the time.
Question 3:
This is a good question. Loads of guys I have worked with (yes I do train my own select group of guys in Aus) have struggled HEAVILY with transitions. I recommend exercising a fuckload of frame control for a start. That's the first thing - be sure that your conversation will work or she'll pick up on your nerves.
Let's run with your conversation. I'd follow on like this:
PUA: "Cool, that's weird - my sister raved about that place, but I've never known where it is, do you mind telling me?" (small smile at the end).
HB: "Oh, it's on blah blah blah"
PUA: "So where are you from?" *this bit is crucial. you have to assume it's your right to ask these questions. any lack of confidence will fuck the transition BIG time.*
OR
PUA: "Omg, that remind me of this one time - 'DHV story'".
HB: Blah blah blah I'm from downtown LA
PUA: The dingy part, or the classy part? Cos I have you pegged for the dingy part! *wink*
HB: omg, no, the classy part.
PUA: Awesome, "DHV story about a classy party".
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You can see how I've established a very quick transition. Does that answer your question? If not I'm happy to go through more stuff with you

. The opener really just establishes your frame as a confident person who has better shit than girls to do, the transition should reinforce that confidence!
Make sense?
--- Sublimed.