Hey Dreklie. Always nice to see folks getting enthused with scrolling. I'll comment randomly in response to some of your questions/comments.
First, I have a Dewalt. I bought it over 10 years ago, after starting out and using a Craftsman for a few years. The Craftsman wasn't a cheap saw. It cost me over $200 and that was over 15 years ago. The difference between using the Craftsman and the Dewalt was huge. The Dewalt is just so much more user friendly. The Craftsman required 2 tools to change blades. There was so much blade wobble that it was tough to start a cut at a precise point, because you just couldn't tell exactly where the blade was going to contact the wood. My Dewalt runs very smooth. Blade changing is quick and easy. The upper arm lifts up which helps immensely when doing fretwork (get a Jim Dandy Easy Lift and it will be even easier). Compared to the Craftsman, the Dewalt was a dream to use. I'm considering upgrading to an Excalibur someday and one key reason is that it shares a lot of design features with the Dewalt, that I like and have gotten used to.
Regarding lumber, if you want the look of walnut, without buying the solid lumber, look at walnut ply. Most of the major scrolling suppliers carry scrolling sized sheets of veneered ply. Buying your own veneer means that now you have to make your own stock. That takes time and other resources. It isn't all that difficult, but not sure it will save you much money in the long run. Some projects just look better with solid wood. I'm not a big fan of the exposed plywood edges on many types of projects. If you are into tools, then the eventual investment in a bandsaw and surface planer will open up a new world for you. Resawing and planing your own thin stock is the way to go if you want ultimate flexibility.
Blades are very much a matter of personal preference, but Olson and FD are the 2 most popular brands, so you are on the right path there. You need to try different sizes and tooth configurations to determine what works best for you. Blades are designed to be pretty application specific, so what works well on one type of project isn't necessarily the best for another. In the big picture, blades are cheap. Don't be afraid to experiment and try to resist the urge to keep using a dull blade.
Generally speaking, more tension is better than not enough. The blade tracks truer, cuts better and lasts longer, if it has enough tension. By itself, I don't think too much tension contributes to premature breakage as much as too little tension. Too little tension will cause you to push harder to keep the blade cutting on the line. That flexing will lead to early failure. It may also be contributing to your problems with straight blades. When cutting sharp corners, you can cut into the waste area to approach the corner from different directions and get a cleaner point, instead of trying to make the turn. It all depends on the blade. Some straight blades will tend to drift a little to one side. Once you've recognized that, you can compensate by standing/sitting a little off center of the saw. If the blade tends to drift off to the right, then slide over a little to the right on the saw, so you are essentially pushing the piece through at a slight angle when cutting a straight line. It's a little counter-intuitive, but once you get the hang of it, it comes naturally.
Sorry for the long winded reply. Hope some of this helps. Good luck and have fun making sawdust.