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Where can I see a list of all shortcode parameters and exemples of it being used?

For a full description of its shortcode parameters, please refere to Hikari Internal Links – Exemples.

What happens if I build a link based on slug and later change that resource's slug?

Most resources can be queried by ID or slug, this feature is provided to offer flexibility on its use. When a resource is queried, the value used to query must refere to a existing resource. If you query using ID and change the resource ID, then there's no way to find what it used to refere to... same thing goes for using slug and later changing the slug.

I suggest using ID always when possible and never change resources IDs, that's not needed at all and could only be done editing directly the database.

Where's the options page?

There's none, currently I see no need to set options. Just use the shortcode anywhere you want :)