Or raid a docks and then upgrade there.
Yup. Though in that case, your cost would go up due to enmity. (Not true for selling goods at a market.)
Personally I was in the belief that the intent with the enmity on top of the site would be that it can no longer be used that year.
Murky waters IMO.
No, the only sites that have an effect beyond "cannot be raided" are fields (which don't produce) and structure sites (which can't be rebuilt on), really. Imagine how crappy it would be if you couldn't sell goods at your own province harbor if your warehouse (which includes your market) was raided! Or if you couldn't hire or activate advisors if your council room was raided. And so on.