I'll give these questions a shot, but I'm not a physicist. I did study some chemistry, thermodynamics and physics in University so I'll use my intuition and logic see how far it takes me (I know, with Quantum physics, classical intuition falls apart).
1. Regarding the 2-wires in parallel with opposite currents, they do not completely cancel. You have to think of the field in 3-dimensional space. If you take a cross-section of the system, the fields combine to form a more complex oval shape. No matter how close you get the wires to each other, there will still be a slight delta between your distance to each wire, therefore the field strength contribution will differ from each wire and therefore you will still have some field. As far as where the energy goes, I think it would go to mutually interfering with the electron flows in each wire. You have one wire imposing it's electromagnetic field on the other wire which is trying to conduct electrons through it in the opposite direction to the first... charges trying to pass through an externally-applied field. The other wire does the same to the first. So there will be some kind of interaction where the currents I am guessing will reduce or greater voltage will be needed to keep driving the circuit.
2. As far as light wave cancellation, the way this works is that you have light bouncing off two layers of the thin-film and they happen to meet again they are exactly 180-degrees out of phase with each other so they "cancel out". You can imagine if you point a laser of the same frequency the thin-film is designed to cancel at the film it will suck all the light out! But light is also composed of photons, and here we have again an issue with wave-particle duality and the way light behaves when it passes through the double-slit experiment. It makes no sense that there should be an interference pattern if you slow down light to the point of having only one photo pass at a time.
So now imagine you have a thin-film and you shoot ONE PHOTON at a time at it. It either bounces off the first layer, or it bounces off the second layer. Since it can only bounce off one layer at a time (like the double-slit experiment) then you would think you would not be able to get an interference (how can it interfere with nothing)? So shooting one photon at a time at the thin-film you should expect to see ALL your laser light that interacted with each layer bounce back. No intereference. Right? So with thin-film you need to imagine in the QUANTUM world your light has to do all possibilities at the same time, with certain probabilities. And the wave-function of these probabilities is what you are adding and subtracting. So the light doesn't JUST bounce off one layer, or the other. It also may refract a bit as it's going through, some may bounce several times off the thin-film and then escape, and so on. Light paths will be many different lengths and the probabilities of all the possible paths and refractive and reflective interactions, no matter how improbable, will need to be taken into account.
Obviously, if you are shooting photons at something, it will absorb some of the energy... not all will bounce back. Even a really good mirror. Some will interact with the atoms in the thin-film. A thin-film will have to reflect certain photos off the top layer, and some off the bottom, but there are also atoms in between the 2 layers of the film. The only reason light reflects off those 2 layers preferentially is because it is a junction between 2 different materials with different refractive indices. Like a soap bubble... you have air outside, then a thin layer of soap, then water, then another thin layer of soap, and then air inside the bubble itself. The light bounces off the soap/air or soap/water layers, but there are many interactions along the way inside. So the assumption that a laser of 532nm will disappear when shooting it at an oxide layer that has a separation that exactly will cancel a 532nm wavelength must be false to begin with.
3. Regarding a gravitational field, I don't think you can really consider that it "saturates" space when there is a black hole. Saturation just doesn't seem to be the right word to use. Saturation to me is more like when you have a sponge with holes in it and all the space in the sponge gets taken up by something... so you've saturated the sponge and it can't hold any more. Space, on the other hand, can hold an infinite amount of mass which then causes a singularity and therefore infinite gravitation field at that point. At least that's what I think when I hear about black holes. All our known physics and quantum ideas break down at that singularity because we can't deal with infinities and we don't know what the heck is really going on.
Also, gravity is always attractive. Electromagnetic forces can be both attractive and repulsive. It has polarity. So you can imagine a gravitational "sink" where it just sucks in everything. But I can't imagine an electromagnetic "sink" unless you somehow obtained a huge number of similar-charged particles... like protons and stuck them together and made them collapse into a singularity. Now imagine trying to pack that many protons together... the amount of repulsion they will have for each other... Electromagnetic force is MANY MANY times stronger than gravity.
Imagine you are on the space station and you have 2 magnets separated by 1 foot...they will quickly float to each other and stick. Now image the same size and weight blocks of lead with no magnetic charge and see how long it takes them to float to each other, being drawn only by their mutual gravitation forces to each other. It will take a very long time indeed! So we know gravity is VERY VERY VERY Weak in relation to Electromagnetism. So in order to create a "hyper-cap" or "hyper-inductor" you need to keep in mind that you are trying to pack a huge number of the same charged particles into a tiny space and there is only so much you can pack together before the entire thing blows apart. At what point can you SQUEEZE protons together so that their gravitational forces overcome their repulsive electromagnetic forces and end up with a massive "proton-like" singularity, or a "mono-pole" in space? And could such a thing even truly exist or would it instantly explode?
Anyways, these are interesting questions and quite fun to make the brain work through a "Gedankenexperiment", as Eintein would say. Thanks for getting my gears turning.