Setting up "HPN-SSH - High Performance SSH/SCP" on Mac OS X
I'll take a stab at #1.
It looks like the sandbox prevents the application from producing new threads. From what I found online, the sandbox functionality was only recently introduced in OpenSSH 5.8 so if someone finds a bug in OpenSSH that is limited only by the sandbox, they could exploit this attack vector.
The question is, do you have a team of government spooks decided that this would be the easiest attack vector and would willing to dedicate resources to find an obscure bug in OpenSSH which would only be limited by this particular sandbox?
As for #2 ... I can't think of any reason why that wouldn't work.
Oh, and I just figured out that MacPorts has the hpn version: sudo port install openssh +hpn