1) Nylon (depending on the type) has a melting temperature about 525 degrees F. As I am certain you know, if your rail reaches that temperature your last worry will be your sling.
2) You answered your own question. I see the issue with your forearm; the existing quick detach hole is located in the wrong spot. What genius came up with this design? It's almost like somebody said, "You know what we forgot? No problem, here's an open spot." Normally, the nylon sling itself will be the contact point with the forearm at the 90 and/or 180 degree location, so the metal sling swivel would never contact the forearm.
3) I looked them up online and there was nothing there about their "coating" so I cannot asses the durability. If it is the traditional parkerized finish, that it a fairly tough coating but all coatings, including hard chrome (which is approximately 70 Rockwell) will wear depending on what they are subjected to.Will your sling swivel scratch it? It could.
4) If it is just plain anodized, we would need to know the thickness which is probably included in the Mil-Spec requirement. Whatever it is, I wouldn't get too rough with an anodized forearm....but define rough.
Now for my question. If you were going for lightweight, why would you have chosen an M-Lock style? Shouldn't you have purchased a key-mod? I'll admit to being a fan boy for Midwest Industries because that is where I received my AR assembly training, but they make a small diameter key-mod that would help you meet your weight goal.....and have properly located quick detachment holes.
Lastly, if your concern is scratching, you could just buy tool dip plastic and dip the ring portion of your quick detachable swivel. It's the stuff that is used to make the soft handles on pliers. Home Depot also sells this stuff in a spray can but I have never been overly successful with it. If there is a way to get that ring off without destroying it, you could also put a piece of shrink tube around it and of course shrink it to fit. Lastly, there is good old electrical tape you could rap around the ring.
Or see if you could return the thing.