No. It's better for Rome that the Canary islands stay as a buffer. If they actually settled them, it would attract more Berber pirates to the islands, as they would have more interesting things to catch up there.
Yes, but those snails are also present in the Moroccan coastline, so no need to go especifically to the islands.
You can also extract dragon's blood, a dye already known to the Romans from the dragon trees.
(Plus, there is historically the whole cochineal system, but DValdron already rebutted this a few months ago - anyway, all this suggests naming them as the Insulae Pictae).