Hello there Islacrusez
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Very interesting to read your thread here! I am also new to BFG (played some 4 games perhaps) and I've been thinking about a couple of the issues that you've brought up here as well. First of I'd like to say that we don't really follow the rules 100% in our gaming group, we have added a few things that we like and since we are all pretty new to the game we try out different things almost every game. However, I'd like to add my own interpretation to some of the things you had issues with and how I justify (for myself) their mechanic in the game.
First of: Shields taking place before armor penetration. This one bugged me at first as well. But after going through the fluff for titans in 40k I realized that the tech priests often redirects the power of the titans shields so that they are stronger from the direction they are expected to take the worst fire. Although meddling to much with the arcane technology could be considered a tech heresy. So I simply decided for myself that: current Imperial ship engineering and fleet tactics dictates that the ships require an armored prow and even more durable shields at the front to be able to perform the duties laid upon it by the God Emperor of Mankind! While the older Chaos vessels for example wasn't constructed like this. I don't think it require to much imagination to believe that for example that the Ork mekz constructing a kroozer would direct most of the shields power forward while leaving the aft of the ship relatively vulnerable. Of course this could have also been translated with different number of shields facing in each direction but that would be a cumbersome change since most ships have 2 or 3 shields and not a dozen to be distributed to all the different facings. But you could easily explain the difference between number of shields and the "power" of the shields by the shield generators ability to vent excessive energy from that direction or whatever other reason you can come up with that works for you
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Secondly: Two ships heading in the same direction abeam having a hard time hitting each other. This one bugged me as well, that's why I figured out another fluff explanation to make this mechanic "feel right" to me
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! I figured that: if a Sword was running parallell to a Retribution in the same direction, the commander of the Sword would have enough wits to know to stay away from the Retributions fire arc the best he could or be blown away immediately. So would basically not be running completely parallell but also in one of the directions not represented in a 2d game (like down into the table). Of course this couldn't be seen by just looking at the models position on a 2d board, but it's just a justification that works for me to explain the game mechanic. If you add this third dimension it actually feels (to me at least haha!) plausible that two ships running abeam would have a pretty hard time hitting each other as they would have to not only consider the new dimension but also the vessels' different speeds (even if they game wise travelled at the same speed I believe the Sword would try to feint and alter the input to its engines as much as possible to try and complicate the targeting for the Retribution. Even though these feints would surely see the Sword's focus and the accuracy of its own firepower reduced as well as represented by its own column shifts.).
As two your other two major concerns I'm going to be brief because 1) I don't have enough experience and 2) I really need to sleep
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... So!
Reloading ordinance: This one I've actually never had a problem with! I run IN as well with loads of torpedoes. Do you squadron your cruisers if some of them get a bad ld roll? Have you tried secondary commanders? I'm afraid I can't help you with that one because I've never had any issues with that. Bad dice rolls perhaps?
Escorts effectiveness: I can understand where you're coming from here. I have also had a hard time making my escorts pay for their rations (and I'm using 13 of them!..), but I've heard I'm using them the wrong way.. I can't tell you how to use them though (except for that you shouldn't use them like me haha!), but my most frequent opponent has actually got a good hang of them and is using his escorts to deadly effect. Believe it or not but they are actually the top priority target when I face him. The amount of mobile firepower some of them hold is just absurd!
Hope some of this helped
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