Straight to your questions:
1. The mentioned Popup is obsoleted and you are doing the right thing to replace it with the native Microsoft Popup control. As you marked it will run under both platforms - WPF / Silverlight.
2. In our online documentation you may find a detailed description about Changes and Backward compatibility per control, please follow this link.
3.As per your questions about themes - we are constantly working on the improvement of our controls and
our components share common code-base in order to work simultaneously under both WPF/SL. However their styles still use platform specific properties, which are needed to achieve the desired look and feel.
the Telerik team