After about 24hrs, Vallejo will be as hard as a rock.....once it is fully cured. Before that, yes, it is soft...you could take it off with your fingernail.

I have never had much results in getting Vallejo to stick to bare plastic or resin, but then again I am lazy, and don't wash my parts before I start.....shot of primer cures all of that. I used to use the rattle can Tamiya Fine Grey or white, but since Vallejo has come out with their Urethane primers, that is what I have used as of late. Works quite well.

Thinner first, doesn't matter if the paint drops to the bottom....it won't reach the tip of the needle, thinner, then paint, and mix, your first second of spraying should be mostly pure thinner. Alternatively, you can mix it in a bottle before you put it in your airbrush, glass bottle like a badger one works well with the clear glass, gives  you a good feel for the opacity of the paint.

Shake for a good 30secs and should be well mixed, when the paint separates from the thinner, the thinner goes to the top, so if you don't shake it, the first you will see is some colored thinner.

Adding future is fine if you want a gloss or semi-gloss to your finish. Personally, I only put future where decals are going to go (painted on with a brush) depending on the kit of course. But something like a piece of armor that only has a few markings....I don't bother with a future coat before decals, I just paint future on locally. Vallejo paint isn't as matt as the XF series from Tamiya. Just matt enough that pigment will stick, but not so matt that pin washes won't go where you don't want them to go. If anything, I have used less Future since I started using Vallejo, then I ever did using Tamiya. As far as toughness....Future isn't that tough....dry/cured future will disintegrate with warm water on it, rather quickly, Vallejo paint won't. I honestly don't see or believe that adding future to your Vallejo will increase it's toughness, its only property would be to turn a matt color into a semi-gloss or gloss color.