1) It's not appropriate to discuss this at work. At work people will talk about their lives outside of the office, so it is important not to discriminate by 'banning' the employee from talking about her religion at when, when it is appropriate to do so i.e. during breaks etc. The key words that you mentioned is 'to convert people to her religion". This would be inappropriate behaviour whilst at work, and you probably have a legal duty to protect other employees from being 'converted'.
2) You point out the obvious wear, and tell the gentleman that you do not believe this was the same article that was purchased earlier. Explain that in order to complete a refund the goods need to be in the same condition as when they were sold and they clearly are not. Refuse to exchange the goods.
3) Tell the person that their language and behaviour is inappropriate and ask them to leave the store. If they do not leave ask them to leave again, explaining that if they do not leave this time you will call security. If they refuse to leave after being asked twice call security / the police.
4) Tell them that the hotel has a confidentiality policy and that you are not allowed to say whether or not that person has stayed at the hotel. If there is a legal reason why the woman needs to know that information, then there will be a laid down policy / procedure for requesting the information she requires.
Hope this helps.