Shem, from your posting I think its fair to say that you'll have a few iterations of questions ad answers to get to where you need to be, no offence intended!, and on that basis I'll offer a quick and uninformed first reply...

First, decide on your realistic cutting area, and in particular if you need to handle standard sized sheets - then look at machines that support that most basic requirement. Neither machine would satisfy this. Of the two, the Ox is a weaker build - the use of v-groove extrusion/bearings for the axis motion and relatively light-weight extrusion would jeopardise the rigidity - and therefore the accuracy of the machine, which is something that you need to decide how important that is for your use-case. The ebay machine - stronger build based around supported rails (not the best option, but better than the v-groove) and welded steel construction should add rigidity, and the ball-screw (vs Ox belt system adds accuracy) though the all-up weight is surprisingly (and worryingly) light - the frame might. still be a bit flimsy for heavy cutting. The Z axis/150mm travel onto rails may introduced twist under cutting load (you can counter this by raising the workpiece to limit the Z extension).

Hopefully someone will be along shortly with recommendations for woodworking machines.

Silly answers:

- Yes you need to clamp - or otherwise secure the workpiece. Conventional clamps - though you identify the weakness with these later. Screwed/bolted to a sacrificial bed spoil board (a sheet of MDF under the work piece - T nuts are your friends here!). Or, double sided tape - can work well, depending on cutting forces - but can also be a bugger to separate.

- You'd 'zero' the Z axis to the top of the workpiece. As part of your CAM workflow you'd program the workpiece depth (or allow a cut into the spoil board).

- as above - use a retaining system to avoid this, or - as part of your CAM allow holding tabs - small sections that are not removed - hold the finished piece to the original material, and you cut these out after the main CNC operation is complete. Either way, don't assume that the final product won't just get tangled with the cutter and ruin the job - Sods Law says it will.