Is there any easy way to execute a chunk of code instead of moving cursor to the beginning of code chunk, and Shift + ↓ to the end of code, then hit F5?
Is there any keyboard shortcut to duplicate line (duplicate several lines), delete line (delete several lines)?
No, but CTRL+E is also "Execute" which is what I use which might be easier
No, but you may be able to find something in all SSMS KB shortcuts on MSDN. Example: shift+down arrows, ctrl+C, ctrl+V x 2