Hello Marcin,
1. I suggest to use Maxwell transient solver and provide time averaged field losses to Icepak, because thermal time constant is much bigger that electrical time constant. We could just calculate average loss and ignore duty cycle effect.
2. Linking Maxwell transient solver would be similar with using eddy current solver. Please review this https://courses.ansys.com/index.php/courses/etm-using-ansys-maxwell-and-icepak/ and manual.
I think thermal modifier provided by manufacture might look like k*equation. If Yes, I suggest to use "electrical steel" as core loss model, and this k will be for each coefficient.
3. No need to calculate indutance first, because current, field and loss results are included indctance calculation in either transient and eddy current solver. Indutance would be calculated by material properties and geometry automatically in FEA.
4. Yes.
5. Just need coupling between Maxwell and Icepak.
HDLI