For 왔어요, it'd be pronounced as though it were spelled '와써요'. The double 's' in Korean is similar to the double 's' sound in English 'miss' but a little more tense.
'왓서요', if such a word existed, would also be pronounced the same way.
'와서요' is actually word. The intervocalic 's' would be pronounced must weaker (i.e., make less friction with your tongue) than English 's'.
Definitely '고맙습니다' because it's a native Korean word. It's similar to what you'd get when contrasting, say, '행복하다' and '기쁘다' for 'happy. In normal speech, also note that '감사합니다' usually ends up getting pronounced more like it were spelled '감삼니다'.
'저' is more polite than '나' so would be better in situations where you're talking to seniors. For '-입니다' versus '-이에요', they're both polite. The difference is in the level of formality. For saying "I am (name)," you can also use the expression, "저/나는 name(이)라고 합니다/해요." It's sort of the Korean equivalent of Spanish "Me llamo...." I.e., you saying what you are called.
For age, it depends what word you're using to measure years. In normal speech, you'd use '살' and this would take the set of native Korean numbers. If you were to use the more formal '세' instead, this would take the Sino-Korean numbers, so 스무 살 but 이십 세.