A 're-up' of my previous fishing question, plus some new stuff?

The anti-reverse is to keep the reel from spinning backwards and letting line come out when you aren't holding the handle. Many spinning reels have a little switch so you can turn this off and let line out by cranking backwards. I actually asked a question myself about the purpose of this a few years ago -- evidently back decades ago, drags weren't very good and some people fought fish by actually turning off the anti-reverse and cranking backwards. I've been fishing since the 1970's and I've never seen anyone doing this. To me the little switch is an annoyance, and nothing more.

As to the drag, you set it before you cast out, and leave it there. No need to mess with it when fighting a fish. I've caught plenty of big fish on relatively light line, and I seldom touch the drag while hooked up.

I don't know about release clips.

To keep your line in place -- first, a heavy weight, sharp edged so it digs into the sand. (Pyramid sinkers are popular, so are several other shapes. The weights with thin wires sticking out (I think that's what you mean by "Sputnik") don't hold in the sand too well.) The bigger the baits, the more weight you'll need. You might try rigging with one leader and bait, rather than two. The motion of the water will pull on both the line and the bait. Use a sand spike to hold your rod tip as high as possible, so there is as little line actually in the water as possible. Then, DO NOT crank your line up real tight, because that just puts more force against the sinker, so a little current or wave doesn't have to put much force on the line to drag the sinker in.

(Why not ask 4 different questions rather than packing 4 questions in one?)

You need to use a heavier weight.