Responding to your inquiries in order:
1) You would issue refunds from your account with the payment processor which handled checkout for the order (PayPal, etc.); their system will inform ours when a previously-completed payment has been refunded or reversed, so we can adjust your E-junkie Transaction Log and cancel any download links issued accordingly.
2) From what you described, you don't seem to be using our built-in download delivery service, so we cannot help you with that. If you want to use that feature instead of trying to provide the download securely yourself, you can either use our standard thank-you/download page instead of redirecting to your page after checkout, or you can redirect to your own thank-you page where a bit of PHP would call our thank-you/download page content into an iframe in your page, as explained here: