Thank you so much for your feedback 
So I have a fleet of horses on multiple servers, am I going to have to periodically log in to each one to feed in order to prevent death? How long will a feeding last for tamed animals? Also does the update make them wild again? Even with a saddle on?
In theory, yes. But alternatively you could give them access to a meadow, so they can graze.
As a last resort, you could also turn off hunger for these particular npcs. To do that, look at the npc and enter "edit flag disablehunger" into console 
Also do block walls effect waves at all? For example my port town was built with low standing docks and now the waves protrude above them. Would building a sea wall make the water calm?
No, unfortunately they don't block waves... I've been thinking about taking blocks into account for the wave intensity, but unfortunately I can't say much about it yet.
Currently the only way to make water calm is to reduce the water depth (this has a direct impact on the waves). In this case it might be sufficient if you just reduce the water depth below the docks (by adding terrain to the ground).
First, the little fag at the top of the sailboat's mast has disappeared; we cannot read easily the wind direction anymore. It's intentional?
Oh, thanks for letting me know, that's definitely not intended 
I will fix that with the next hotfix!
Second, the sliding effect on the ice is great but doesn't take into account the gravity. So, we can therefore climb easily a icy cliff without climbing stuff.
Yeah, unfortunately the sliding effect does not affect the climbing ability yet... but probably I will change that 
Thank you, maybe I will be able at last to force my sheeps to get pregnant by feeding them
Yes, with this update, it's indeed necessary to feed animals if you want them to become pregnant. The journal contains more information about how breeding works now
- Do lemon trees spawn only on arid islands generated after update?
Yes indeed. Unfortunately there is no Mediterranean biome yet, so right now they only spawn in arid forests.
- "Fixed dynamite and grenades not exploding", what about fireworks (for now, I am unable to check it)?
Fireworks should be fixed, too
- there are dozens of animals wandering on my island, will they all die of hunger if not fed, or will they just feed on grass?
Usually there is no need to worry about wild animals, they will just feed on grass
- can sea storms damage or destroy boats?
Not yet, but it's planned in the long run.
- apart from animal breeding, will animals keep spawning with the spawnrate set in game settings?
Yes, that should be unaffected^^
