Please see below answers to your questions:
Since unload uses SELECT statement to get data, the data type conversions are like what happen in normal SELECT output shown on screen. Customer can perform type casting in SELECT statement used with UNLOAD for conversions needed.
As per Redshift documentation UNLOAD does not support Amazon S3 server-side encryption with a customer-supplied key (SSE-C).
Manifest file created by UNLOAD is a JSON file, so JSON format is used and JSON notations are used for beginning and end of records in it.
Refer Redshift usage notes has some of failure conditions in UNLOAD.
Apart from above mentioned points you are recommended to check the UNLOAD documentation for more details.
 http://docs.aws.amazon.com/redshift/latest/dg/r_UNLOAD.html  http://docs.aws.amazon.com/redshift/latest/dg/r_UNLOAD.html#unload-usage-notes  http://docs.aws.amazon.com/redshift/latest/dg/r_UNLOAD_command_examples.html
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