Phew, lots of questions here. Let's go through them.
When you see a search depth of something like (4/21), it means that the computer looked at all possible moves 4 half-moves deep (2 moves for each player) and then looked an extra 21 half moves into the future but only looking at criticals, things like captures, checks, moves that result in a big jump in score.
The player annotation score is being added in as the game is being played. You can configure whether you want the time stamp there or not in the CM.INI file, but strangely enough there does not seem to be any way to turn that on or off from inside the game. It's probably being done there because someone asked for it. If you import a game into Fritz without doing a CM analysis, it's kind of nice to have the time-stamps and that's the only logical place for it to go. The score that's being added, is the score AS JUDGED BY THE OPPONENT YOU'RE PLAYING while the game is going on.
The score obtained during the analysis is generated by CM running at its optimal strength.
The moves after the score lead to the position that actually provides the score. Those moves are the theoretical best moves for each side. The reported score of a position is not really the score of the current piece positions, it's the score of some other position in the future.
That promotion thing sounds horrible and (thankfully) I haven't experienced that. You can do what I do, and play off an actual board set up beside my computer - that way you don't really care f the computer's off a bit. It's easier to stare at something that's 3-D for 3 hours than a screen. Have you tried minimizing the program and maximizing it again to refresh the display?