I’m not an artist but can answer some of these.
a) What is the best way to recreate a natural lighting in an interior environment with relatively small windows?
Static spot lights oriented into the window can go a long way for getting high quality area lighting, check out how the Realistic Rendering sample is setup.
b) Should I use a skylight for interior environments?
If you have a mix of indoor and outdoor, the skylight will excel. If you have a bright sky and small windows, it will cause artifacts (although you can combat them by jacking up the IndirectLightingQuality).
c) My current solution involves a directional light with intensity around 5 and an Indirect Lighting Intensity around 75. The result is kind of acceptable, but I get a lot of artifacts, especially in the corners, plus I had to lower a lot the diffuse boost of some object in order to avoid excessive color bleedings on the environment. Is this setup correct?
IndirectLightingIntensity of anything over ~5 is going to expose a bunch of GI solver artifacts and I would recommend trying to find another way. Why do you need that much bounce lighting on the sun? If your outdoors is setup properly (sun + sky light sources) then I don’t see why you would need so much bounce.
e) How should I size up the lighting importance volume? Why smaller values are causing very dark lightmaps and why larger volumes seem to reduce lightmaps’ artifacts?
Just make sure it contains anything you want to have accurate GI on, or where a dynamic object can go. Usually you do not put background / vista geometry in it, to reduce build times.
f) How can I avoid banding on the lightmaps? In some cases I’m already at 512, should I go even higher in resolution?
Need screenshot to know what artifact it is, there are several: insufficient resolution, lightmap compression, seams.
g) Are there other parameters I can tweak if I want to achieve very high quality and photorealism in a relatively small environment?
For GI, setting IndirectLIghtingQuality to ~6 and IndirectLightingSmoothness to ~.6 will give the best results, with a very long build time. This only affects solver quality, not lightmap resolution or compression artifacts.