Impossible I'm afraid. There is only one hard coded indestructible building and that's the forest clearing from VI (some people say there is another, also from VI, but I only know of this one).
That's up to you, I can only make suggestions based on my own experience.
Land bridges are fine for all islands, even with shipping working as it does in vanilla, I would still suggest land bridges. Islands are death traps for the AI, as entire factions can often get stuck on them (it happens quite often with the Byzantine faction, but I've often seen the French or English trapped in Ireland).
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