1) As Eliot, and Johar's answers.
2) Eliot's reference to a cat is right, but I'd say it means "Don't get angry!" This is similar to "Keep your hair on!"
3) This is being used in the same way as "Say it to my face", and yes, this is a male-to-male exchange.
4) Nothing to do with bricks. It is stating that the person is unubtle when talking about things/people, or maybe that the person's actions are unsubtle.
Example:
A: Do you like my new dress?
B: No! It's awful!
The subtle version:
A: Do you like my new dress?
B: mmm, It's different/interesting.