Before answering, I would like to say that the difference between macroscopic and microscopic is not made in terms of ensembles of systems; in fact, quantum mechanics has an ensemble interpretation. About your questions, my answers are the following:
Yes. General relativity is a pre-quantum theory, which means that does not account for the discrete particle-like structure of matter. Particularly, I never use the term "phenomenological theory", which I consider a misnomer.
Yes, Einstein, Grossmann, and Hilbert explicitly ignored the structure of matter when developed general relativity.
There is not microscopic picture of general relativity, because this is a (geo)metric theory. Somehow as there is not a microscopic picture of geometric optics. Of course there is a microscopic picture of physical optics which we call quantum optics. A quantum gravity is currently under active research. A first step is the quantum field theory of gravitons whose "microscopic picture" is close to that of quantum electrodynamics.
There are many cases where the continuous fluid approximation used in general relativity breaks down. E.g. if there are shock waves in your interacting fluids, then they cannot be described by a continuous fluid model. The best that you can do is to describe matter at the mesoscopic level and gravity at the macroscopic level. An example is the Einstein/Vlasov approach. Matter (e.g. a collision-less plasma) is described by the Vlasov kinetic equation, but $g_{\mu\nu}$ is obtained from an approximated energy-momentum tensor $T_{\mu\nu}$ which is computed from averaging over matter with the help of f(x,p,t)the kinetic $f(x,p,t)$ (see eq. 32 in above link). Both mesoscopic and microscopic descriptions of gravity are entirely outside the scope of GR.
No. Because the (geo)metric model of general relativity is not fundamental, as Feynman already noted years ago [1]:
It is one of the peculiar aspects of the theory of gravitation, that is has both a field interpretation and a geometrical interpretation. [...] The geometrical interpretation is not really necessary or essential to physics.
The underlying quantum theory of gravity uses, essentially, the same space and time as quantum mechanics.
The underlying quantum theory of gravity uses, essentially, the same space and time as quantum mechanics.
- No. There are lots of flawed thermodynamic analogies found in the general relativity literature (black hole thermodynamics being the more popular of them).
[1] Feynman Lectures on Gravitation 1995: Addison-Wesley Publishing Company; Massachusetts; John Preskill; Kip S. Thorne (foreword); Brian Hatfield (Editor). Feynman. Richard P.; Morinigo, B. Fernando; Wagner, William G.