1. The widgets are registered on the file functions.php. Look for the function frontier_register_sidebars. You can see the ‘before_title’ and ‘after_title’ parameters use an ‘h4’. Unfortunately there’s no easy way to change this via a child-theme. If you decide to edit the main/parent theme, know that any changes will not be saved during an update.
2. I don’t really know. The easiest way may be to just use a sitemap plugin with a built-in pagination.