Event 126 is always Hurt, just like 125 is always partial foreground ("Foreground2"), 124 is always full foreground, and 123 is always waterfall. If a tile with the hurt event is partially masked, touching that masked part will hurt the player; if it is totally unmasked, contact with any part of the tile will hurt the player. So just use the hurt event you already have in the level with the tiles you already have in the level, as you could have done by experimenting instead of asking.

JJ1 does not have text like in JJ2. You can include a picture of text in the tileset or as a sprite, but there is no fundamental support for it.

Warps: Look at that list I already linked you to. "Multi-purpose" and "Y-axis" are called "Variable #1" and "Variable #2" in J1E. (J1E has an issue that it displays all parameters as signed bytes, whether or not they are actually used that way by the chosen behavior/modifier (or ever), but type in 200 for x/y for a warp event and it'll be interpreted by JJ1 as 200 even though J1E renders it as a negative number.)