1) Basic strategy I went for was Festival-Wharf engine with Masquerades for trashing and Highways for payload. To build up and gain insurmountable lead in one megaturn. As a strategy, this was good and fast, but is there anything better?
That's the best strategy.
2) Do you want Market here? It just seemed abundant to get them, with Wharf being just better in any way.
Festival and Wharf are better sources of +buys here. Market might be useful if you need more buys but can't lower the Festival or Wharf piles without risking a three-pile.
3) Is Militia useful here at all? Early in the game for hinder your opponent from reaching $5 and later in the game for infamous Militia-Masq combo? My opponent got one early and he didn't manage to utilize it well, with many terminal collisions with Masq and Wharf.
It competes for actions with Wharf, and since Festival, Wharf, and Highway all cost $5, you aren't going to have many spare actions.
Opening is probably Masq-Silver on 3/4 or 4/3, Doctor on 5/2, and Wharf on 2/5. On 3/4, I'd be tempted by Festival + 2 Masquerades to start to trash down, followed by 1 Wharf, 1 more Festival, 1 more Wharf, then Highways. But it will depend on your draws to some extent.