I can answer two of those:
Most often the caps are attached with silver rod, most of the antique sheaths I've worked with have been done this way. Some newer sheaths have a stiffener in the body, fiberglass, wood, etc. The tips are then glued to that with a heavy cement, or epoxy.
Yes, brass is common, as is bronze, copper, etc. Non ferrous metals being the most popular.
Guage is not a term I've used since college and I've lost that knowledge unfortunately. My metal smithing teacher would knock me upside the head. I think its something I need to resurrect as this type of sheath is gaining in popularity.
Absolutely stunning knife and sheath by the way! Amazing work.