1) Generally there is no max headwind for takeoff or landing. For small airplanes, a practical limit is when the wind is above the stall speed of the airplane.
Within normal wind ranges, more headwind means a shorter takeoff roll, shorter landing roll, and less rate of descent on the normal approach glidepath. Yes, slightly higher thrust is required during the approach.
2) Enroute headwind reduces ground speed, so a given trip takes more time and fuel. Maximum range airspeed is approximated by adding 40-50% of the headwind component to the normal cruise speed, up to that point where higher airspeed requires significantly more thrust (steep rise in the drag curve).