Thanks for the confirmation that z4root can be used after unrevoked gets at least s-off. Good to know that does what it's supposed to do.
1) There are three things you need to have full root, and make it useful.
a) A rooted ROM
b) S-OFF (unlocked nand)
c) A custom recovery
Unrevoked is supposed to do all three. You have all of the above except for a custom recovery. Without that, you can't flash ROMs, mods, or make backups (and several other things that actually make S-OFF useful). So, you cannot make a nandroid backup without first flashing Clockwork (or RA) recovery.
2) Strickly backing up will not touch internal memory what so ever. Absolutely nothing will be wiped by making a nandroid backup. Restoring that backup will wipe everything done since the backup by overwriting it with the contents of the backup. Make as many backups as you have room for, though, and don't worry about it modifying your system in any way. It won't.
3) Use Clockwork 2.6.0.1 or up or use any version of RA recovery. Clockwork will automatically do it, while RA will give you the option to back up the wimax partition.
4) Basically, there are multiples ways to flash to parts of the system. You cannot flash to the system partition while the system is running, which is why you need recovery. The recovery partition, however, is where recovery goes (duh), and can be flashed to from Android, hboot, etc. Once you've flashed recovery, you don't need to do it again (unless purposefully switching recovery versions). So, flash it from ROM manager, and you're done. If you want to flash it from hboot, you can use a PC36IMG.zip file, as well, but there's not need to do both unless ROM manager is giving you issues.