what would happen to the car if the wrong size transmission gets put on?
To small and the transmission will probably shift too early and eventually go out. Too much transmission and you will loose power, and it will shift late or not shift. And the gearing issues are astronomical. That's for automatics. On manual transmissions too big doesn't really hurt, assuming it will bolt up. Again though, a transmission that is to small will eventually fail. Again, gearing issues are insane. But that's just sizes, and there are also several types. Typically the wrong type simply won't bolt in.
The ATF pick up may then be in the wrong location. Risk of a chance of it sucking air instead of fluid.
Probaby nothing. Most transmission filters are nothing more than small flat screens that are INSIDE the transmission of a car. I used to have mine changed every 100,000 miles. But that usually did more harm than good. So now I just run my car forever without changing the fluid or filter. There are a few foreign cars that have transmission filters on the outside of the transmission/engine. But again, as long as it can seal and not leak, it should not be a problem. I've run different sized oil filters on my car with no adverse problems.