There is nothing wrong with your install. That is the way it is supposed to look in XenForo.
Because a section might occur in the middle of active BB-Codes, it is not possible to use WYSIWYG mode for the editor when editing a section.
In vBulletin this is fine, because there is really no difference between WYSIWYG and non-WYSIWYG modes. But in XenForo, when WYSIWYG is disabled, there is no editor toolbar at all.
That is the default behavior of XenForo. If you don't like it, you can ask the XenForo developers to for an improvement request: to still show the editor toolbar when in BB-Code editing mode (so that there are buttons for the BB-Codes).
For the external links, have you tried these:
Code:
[url="external_site/[var]PAGENAME[/var]"]link text[/url]
[url]external_site/[var]PAGENAME[/var][/url]
No, it is not possible to use XenForo attachments for uploads. XenForo attachments are associated with the upload user and the attached post, which is against the rules of wiki, and the data scheme used is not versionable. We used to do it how you ask in VaultWiki 3 on vBulletin, and it caused a lot of problems due to these 2 fundamental issues, the worst of which was unintended data loss of wiki attachments. The XenForo attachment system is designed with the same limitations as vBulletin, and thus cannot be used in the wiki.
From a design perspective, VaultWiki's attachment system is not built around the post where you use it, but is a separate entity. This makes it easier to use the same attachment again, and the method used is versionable. This is similar to a gallery software, except that most gallery software is also limited because it associates uploads with the upload user. Most software where an attachment "belongs" to a user does not allow other users to contribute to that same attachment, which again is a problem in a wiki. Thus, VaultWiki's attachments are not stored in a way that associates it with an individual user, but rather the attachment data is its own entity that can have multiple users contributing to it.