Your first point, I agree massively. As much as I don't want to constantly compare this game to Penumbra, I feel like I grew much more attached to Phillip than to Daniel. When you could examine things and hear Phillip's thoughts, you got much more of an insight to how the character you were possessing was feeling, changing as the experience went on and otherwise saw the world around him. It made you feel like you knew him more, and also often threw you off the scent of what was important for puzzles, something I felt was a little less subtle in Amnesia.
On the second, I actually found it kind of interesting when respawning did occur (which, by the way, isn't the case every time you die). If you were in the morgue, you'd respawn on the pile of dead bodies. I got killed in the choir and respawned next to one of the torture cages in the iron maiden room. They were places that made sense for the enemies to drag me off to and leave for dead. I thought it was done well.
And on the third count, I think this is the reason I liked the loading screens so much. Gleaning bits of the story from those mostly non-chronological and context-free sentences was my favorite part of uncovering the story, and really the only way to get the full picture, I feel. It would have been nice to find more out of the way optional notes, but I don't feel like it was a major strike.
I think all in all, this game has come closer to leaving you in the moment and instilling panic than just about any other game I've played (though I thought Silent Hill: Shattered Memories also did a pretty damned good job). Nice job to Frictional on this one. I loved it a lot.