1) Sub-fences, like sub-folders so that I could click on an icon and have another fence open up with more icons inside.
I don't think this will be implemented. A Folder portal may be something to try.
2) Page changing is quite awkward with the mouse on a dual or triple monitor setup, can we have a shortcut button? I've enough of awkward mouse gestures with Windows 8, Yes I know the keyboard shortcuts are there but a little clickable button would be great too.
Can you describe how this is awkward? Are you using the both-button drag or one of the other methods?
3) Add an option "move fence to page" and "copy fence to page" in the fence menu.
What are you finding difficult with the drag to next page?
Copy a fence to a page and make a fence persistant across pages may be problematic . . but I'll pass it along.