Markus,
Okay, one at a time.
Screencast is a free utility that is designed to record and upload to the cloud. This cloud upload is on purpose, it is the primary function of Screencast - sharing. As a free utility that does so much (mouse and keyboard capture) it is really only designed to do that task and us used primarily for education. It's not a fully featured video editing software, for that I would recommend you buy Camtasia. Is there some other free video utility that I could compare Screencast to? Can you explain what makes it feel Beta? Thanks, your opinion helps and I can pass it to the Screencast team!
I also found another way you could try. Did you ever try Shift + Control + command + 4? This lets you draw the bounding box and will capture all menus and dialogs that are showing. You must paste the results into another program.
For your points:
1. No. The way the UI is laid out is not likely to change. It's not an accident and easy to work around. Other than your ability to record screen captures, what purpose do you think our user base really wants it all on one layer for? I'm interested in your opinion of this because I've never heard it.
2. If you just want to save to your desktop, have you tried Capture Image? It's on the file menu. This also allows for transparent background, look for the setting in the dialog.

Here's the dialog:

Results:

PS: if you just want to turn off grid for any reason, use the grid visibility control in the Navbar menu (center bottom of screen).

3. The other user cited AutoCAD and appropriately so regarding this discussion. We love all of our products, btw. Glad you found Fusion!
4. Screencast is integrated into Fusion, you just have to install it. Your suggestion would put that extra 60 MB into each Fusion installation and not everyone wants it. We like to provide the fastest download we possibly can for all customers and allow for Screencast integration for customers who like it.

5. Other than JING and other solutions provided here, I know of no other free utility that will do what you want. If other users can help I would encourage them to chime in. Otherwise, you may need to find a professional (i.e. paid) solution to do the very specific things you need.
Thanks for all the feedback, please let us know if you have more questions or comments!
Regards,
Phil Eichmiller
Software Engineer
Quality Assurance
Autodesk, Inc.