The load from the GFCI could go to another bathroom.
Not out of the ordinary. The GFCI is feeding something else. The only thing allowed is receptacles in another bathroom.This is certainly nothing out of the ordinary, execept that I have no clue what the next device in the daisy chain might be?
Not a problem and sometimes it is required.Question 2: Is it kosher to have wire nuts in an outlet box (other than the ground)?
Feeding other stuff on the same circuit. Find the breaker for the lights and fan and turn it off. Whatever else goes off is what those other cables are connected to.Finally, I was expecting to see four cables coming in to the switch box, but in fact there were six, all white-jacketed. What might the extra two cables be for?