as for your first request: I recall MEG 7 having a parameter called "Audit copies" somewhere in the GUI.
If that is not suitable or does not work, you need to create a content filtering rule on email sender (*.*) or recipient (or any email property) with primary action "Allow Through" and as secondary action Send original to (email group), and you need to define/edit the group and the email address within the group (do not change existing entries's email address within the group, instead, create a new one, later you can delete that if you want).
The second request of yours can also be fulfilled using a content filtering rule with the same logic, perhaps in a new policy, and sending the auto reply is achieved using the Notification section (in the rightmost pane of the policy).
I hope I could help as I do not have any MEGs around here...
I've just started to look at MEG7 and believe I have found the option you are looking for.
It is configured in the e-mail policy - meaning that you can enable auditing on a per-policy basis, and in your case you can tie it to a policy which is looking for mail being sent to this target domain.
It is tucked away in the Policy Options column of the policy settings.
Select Notification and routing and a new window will appear.
Firstly you will need to identify the e-mail address(es) you want to send the audit copies to. This is done by selecting the "Email Recipients" tab, creating a new Email List entry or adding the address(es) to the existing "Auditing Email List" entry.
Then select the "Audit Copies" tab. Here you can enable auditing, select the name of the Email list object you'd like to use and also change the sender address or leave it as the original sender:-
Hope that's what you were after.