1) They are hard to get off/on, especially with a big hood - I am buying some cheap pinch ones on e-bay so that may help.
Don't have any problems with that.
I've lost some, and if I do, I'll buy a new one. But in the last 5 years I most probably have lost one or two (and I'm not the most organized kind of photographer) so that's doable.
Uhm... do you actually mind? Hello, they're meant for protecting your lenses, your lenses won't mind a key scratch...
Oh, by the way: I usually put them anywhere in my camera bag.