2, Never heard O-1 visa is denied! you have a very good chance to get O-1 visa in anywhere.
3, My O-1 was approved around 2 weeks, that's about several years ago, now the processing time is very slow (about 3-4 month), check the processing time of related service center on line.
4, It is not a problem, because O-1 holder has "extraordinary ability", problem is your boss need to find a proper Goverment agency to apply IGA waiver on behalf of you, details please refer "www.hooyou.com".