It's a loss of rage, though. I mean, it's easy enough to macro it, but having to switch hurts your damage output.
Against a Ret Paladin and a Mage, yes. Definitely. I mention these two because they have abilities that allow them to break stuns frequently. A Prot Warrior has a lot of CC that a Arms Warrior doesn't have. So unless you're fighting a group of people, generally the Prot Warrior will be more tanky. Playing competitively as Prot requires you to grab some resilience, though. In a high-rating arena setting, you can't go glass cannon like you can do in BGs, which is really gimmicky tbh. It's about as effective as going full PvE Blood or Frost DK for BGs just to oneshot people.
That depends on what you're soloing and what you're up against. If you're solo queueing BGs, I consider a Warrior to be superior, especially if you need to deal with enemy healers. Staying with a group of people in the BG, you can use your Mortal Strike effect(s) to a great extent. A Warrior is vastly superior to either a Blood DK (you can't kill much of anything unless it's someone who doesn't know how to run away and can't heal) or a Moonkin (similar deal as a Blood DK).
If you're soloing PvE content, then DK is probably the way to go. DKs and Druids are both really strong in group content as well. Warriors bring damage, but not much else.
For group PvP content, a Moonkin is probably the most effective, but DKs and Warriors can also be strong for premades as well.
Edit: To add, Blood Death Knight is probably the easiest to learn. Being a good Warrior and a good Moonkin for PvP are both fairly difficult. But I would also say that all of the classes are fairly easy to get into initially. You'll just need to practice. You can't really jump into a class and expect to be amazing at it in only a few days. You'll have to be comfortable with being OK at it for a while, and practice as much as you can to improve upon yourself.

