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I have a few questions, I need some help:
about the bridge what this screws are for?
The TOM bridge post holes are usually set at an angle to the nut. Those screws are to adjust the angle of the TOM bridge for "fine tuning" the intonation. However they see excessively long to me.
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the screw of the low E saddle does not fit into the hole, is it a problem?
That is not right. The intonation screws should move freely back & forth through the saddle(s). I would contact PBG if you can't get it to go in and travel properly.
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the pickup doesn't fit in the hole, is it ok to dig in the signed spots?
That is a "dog ear" P-90 which is intended to be "flush mounted" (sitting on the top) not recessed into the hole.
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the bridge big blocks doesn't fit well in holes, is it ok to use some candle wax to push it into?
The bridge post bushes (or bushings) are meant to be tight so they don't pull out too easily. It is not recommended to push them in during the mock build phase and typically only inserted after all the finishing process has been completed.
To temporarily insert them for mock build, neck alignment purposes etc, it's best to just wrap enough masking tape around the threads of the male screw part so that it will fit snuggly into the post hole. Just be sure to wrap the tape neatly and evenly to ensure the posts are not askew or off-centre.
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when I start sanding and coloring I don't have to touch the neck bottom end (which I will have to screw on), am I right?
Mostly yes. Typically you should only need to (lightly) sand the neck heel to smooth out any rough or loose fibres. You don't want to risk sanding too much that it effects the angle or shape of the heel.
There are exceptions but I would only recommend experienced builders undertake anything more than just "cleaning up".