If the surface finish is more rough, the heat transfer coefficient goes down, correct?
It depends... If we are talking about thermal transfer to a gas, if you increase the roughness and transition the flow from laminar to turbulent flow, you will increase the thermal transfer as heat will be transmitted through the thickness of the boundary layer much quicker in turbulent flow. If the roughness is so rough that it causes air to stagnate, the thermal transfer will go down as pockets of air form and fail to transfer the heat through the layers of the fluid. In addition, a rougher surface has a larger surface area increasing the ability to transfer heat. If we are talking about two solid surfaces in contact, the smoother surface will transfer more heat as the contact area increases. The rough surface will cause less contact and allow air pockets (typically a good insulator) to prevent heat transfer. The final answer is: it depends...
No, it goes up, the rough surface offers more area to increase the flow of heat. (In Heat Exchangers, turbulence is a function of the number of Shell and Tube side passes (Longitudinal and Transverse baffles)).
The friction goes up, but that has nothing to do with the heat transfer. Consider a rough surface of wood and a rough surface of metal, each having the same coefficient of friction. The metal will transfer more heat than the wood. If you actually mean the coefficient of friction, then yes, the rougher the surface, the higher the coefficient of friction.
Depends on how/why the heat is being transferred, and if the roughness has other effects.... If the heat is primarily transferred by conduction I'd expect it to down, as there's less area in contact. If the heat is being transferred by radiation it might go up, as there's more area to radiate. --- Heat exchangers often have higher transfer coefficients if the flow through them is turbulent. A rough surface would tend to encourage turbulent flow, which would increase their heat transfer coefficient.