The photon will not "change because of gravity". As far as it is concerned it is moving along a straight line with no forces acting on it (see Newton's First Law). But space-time is warped by gravity so that line is actually bent. Thus the direction of travel of the photon is bent.
Exactly. Photons are not effected by gravity, just as they don't effect gravity. The path of photons can be deflected by warped spacetime, due to very strong gravity, but to the photon nothing has changed, it just takes a straight path through.
Black holes warp spacetime so much photons essentially follow spacetime and never are seen, but they don't lose or gain energy. Or change frequency, or change in any way.
Maybe. This is mostly theory, because nobody really knows. Just like we don't know how gravity works. Yet.
Gravitational lensing is just light following warped spacetime, the photons are not effected by gravity. Which is why sol is just being silly. Photons don't change a bit, no matter how much gravity there is. Which is weird. As weird as gravity not being effected by anything else.
Maybe. This stuff about magnetism changing gravity is dang interesting.
