I'll just try to put some further tidbits into the three questions.
"Lenins Rückkehr nach Russland 1917: Die deutschen Akten" has from Page 39 on a telegram conversation between the German ambassador in Bern von Romberg and the Auswärtige Amt (Foreign Bureau).
It starts with
von Romberg 7th September 1914: Russian, who seems to have contact with russian revolutionaries, ... whether Germany, if Russia because of internal turmoil initiates peace treaties would accept those and let russian revolutionaries to their own fate
He is identified as Lenin in the next message.
That is the earliest planning stage I was able to find.
From the moment he arrived in Russia, his progress in Russia was watched over by the Kaisserreich. http://de.wikipedia.org/wiki/Datei:%D0%94%D0%BE%D0%BD%D0%B5%D1%81%D0%B5%D0%BD%D0%B8%D0%B5_%D0%B2_%D0%91%D0%B5%D1%80%D0%BB%D0%B8%D0%BD.jpg states
Lenin's entry to Russia successful. He is working completely according to our wishes.
So it is absolutely clear that the Germans purposefully send Lenin to Russia.
Lenin at this time believed in World/Permament Revolution - which obviously would also overthrow the German Kaiserreich. Marx and Engels thought that the socialist revolution would break out firstly in Germany or the UK - simply because those were the most capitalistic and thus had the most oppressed workers. Russia wasn't a capitalistic nation and thus from a classical Marxist POV unfit for Revolution.
Lenin hoped that by setting an example of a successful overthrow of the Bourgouise in one country he could spark the revolutions in Germany and the UK.
Even shortly before his death he created the Third International to further the cause of international socialism.
Now the questions is whether
- Were the German (and Swedish, ...) supporters of Lenin aware of his views?
There can be no doubt they weren't - Lenin published enough pamphlets and books stating them throughout his life - even enough before the train ride to make it clear that he would abolish the German monarchy.
- Were they concerned about it?
The Germans also supported various other revolutionary groups; There goal wasn't to make Lenin succeed but to incite turmoil to finish off the Russian Czar or at least get him to sign a peace treaty.
I'm not aware of any risk-assessment on the German side or how likely they viewed Lenin to succeed. The first goverment coming after the Czar wasn't Lenin Bolsheviks but instead a provisional government headed by Kerenski. However this goverment still didn't sign any peace treaty.
The german funds kept flowing and were used e.g. to build up Prawda; A few months later the October-revolution did finally bring Lenin to power.
Was this new government a threat to Germany? Was all this even foreseeable?
I don't know that.
A Spiegel article from 2007 gives an exhaustive summary about the money connections http://www.spiegel.de/spiegel/spiegelspecialgeschichte/d-54841257.html
(Your wording implies that you care about the costs of the train ride itself - I didn't research that)
I'll just translate some important parts:
For a period of 4 years Berlin supported the Bolsheviks and other revolutinaires in Russia with Money, Ammunition and weapons and thus supported the end of the Czar-monarchy. The Auswärtige Amt alone spend at least 26 Million Mark with a current value of about 75 Million Euro until the end of 1917
At the time this article was published that was approximately 101,835,000 US$.
The Russian Revolution Richard Pipes on page 411 claims (on basis of Bernstein) that it was more than 50 million marks in Gold.
However there still are some open questions most importantly about the extend of german support for the Bolsheviks. The Auswärtige Amt destroyed bills for finished out-going transactions after an accounting check.
In accordance with the Diplomats he (Helphands) founded an export-company ... Lenins confidant Fürstenberg, ... became chief executive officer.
Fürstenberg later became Head of the Sowjet Nationalbank.
Please note that there is also dissent about this: "The Myth of German Money during the First World War" by Alfred Erich Senn. I was unable to find out exactly what claims he makes.