Firstly your question would get a better response in the “Themes and templates” section.
All of your questions are about your theme, and you can with varying degrees of effort fix all of them. You may also find it rewarding to ask your questions in the support forum for your specific theme.
Your way forward is firstly convert to using a child theme, details here:
creating a child theme http://codex.wordpress.org/Child_Themes
Then you will be able to change the colour and opacity of your menu bar by using custom css. Also change the menu font and drop shadow.
To change the menu separator, put this into your custom css.
.nav-menu > li > a::before {
content: "";
}
For all of this work use a browser inspector like firebug (for firefox), it will show you how your page is being constructed and how the css is being used.