The answer to your first question is (should be) No, you will not damage the camera removing the batteries.
To your second question, if I understood it properly, you cannot turn off dark frame subtraction on the Kx (or the K7, K20d). I Think it takes affect after 30 seconds so if you want to do consecutive exposures one right after the other, you need to use shorter times. Apparently, DFS shutoff is back on the K5 and I suspect it may be so on the Kr as well. I know that doesn't help you much but it's reason for some excitement among us star trail shooters.