What is the significance of the fact that they were being taken down to Egypt?
Rashi (in Yeshayah, 31:2) and Targum Yonasan: This is 'Midah Keneged Midah' - Hashem said "You shall never see it (Egypt) again", yet they went to Egypt on their own volition. Consequently, they were forced to go down there into exile against their will!
Ramban (citing the Pesichah of Esther Rabah): This is in itself, a curse, because there is nothing worse than a slave who finds himself back with his original master.
Oznayim la'Torah: The Torah mentions Egypt, because Yisrael were being taken as slaves, and Egypt was well-known for its slave-market.
What is the significance of returning to Egypt in ships?
Da'as Zekenim, Hadar Zekenim (in Pasuk 26) and Rosh: If they would walk there, the enemy would take captive only men, who can walk [quickly]. But since they will take them in ships, they will take captive also women and children.
Alshich: Due to Hashem's promise that they will not see [the road that leads to Egypt] again, they will be taken there in ships.
Oznayim la'Torah: Because, as the Pasuk comments, they were being taken back to Egypt by the same route as they left, which meant that they had to cross the Yam-Suf.
What are the implications of "Lo Sosif Od Lir'osah"?
Yerushalmi Sukah, 5:1: This is one of three locations where the Torah warns us not to return to Egypt. 1
See Torah Temimah, Shoftim, 17:16, note 84.
If they are sold there as slaves and maidservants, why does the Pasuk conclude "ve'Ein Koneh"?
Rashi: The Pasuk means that they will try to sell themselves there as slaves, but nobody will want to buy them - because they will have decreed upon them death and destruction.
Seforno: The Pasuk means that they will try to do various kinds of work in order to sustain themselves, but nobody will be interested in their work - to prevent them from sustaining themselves.
Targum Yonasan: The Pasuk means that, initially, the Egyptians will buy them for a high price as artisans, Then they will purchse them cheaply as slaves and maidservats, and eventually, when they recall how they were smitten with ten plagues due to them, they will refuse to purchase them at all. 1
Oznayim la'Torah: To counter any thoughts they may have had of throwing off the yoke of Hashem and adopting the yoke of Par'oh, the Torah assures them that this will not happen, because nobody will purchase them as slaves - and and Hashem will continue to rule over them with a Strong Hand. 2
Why did Moshe not end on a positive note - in connection with the redemption from Galus - as the Torah did in the Tochachah in Bechukosai"?
Oznayim la'Torah: In fact, Moshe ended on an even more positive note than in Bechukosai - in Parshas Nitzavim (in Revi'i and Chamishi there). For the reason that he did not insert them here - see following answer.
Why did Moshe not conclude the K'lalos in Ki Savo" Why did he need to extend them to Nitzavim?
Oznayim la'Torah #1: He needed to break in the middle of the Tochachah when he saw that the people could not take any more. 1 So he ended Ki Savo with short words of comfort, before concluding the Tochachah and ending the Parshah with words of consolation more powerful by far than those in Bechukosai. 2
Oznayim la'Torah #2: Because the K'lalos in Ki Savo were said by Moshe Rabeinu in the form of a Nevu'ah, 3 which maintains that a sinner must die and is not subject to Nevu'ah. And it is only when Hashem Himself dictated the K'lalos in Nitzavim "Gofris va'Melach Sereifah Chol Artzah ... " - as well as those in Ha'azinu - that the Torah discusses Teshuvah. 4
Perhaps it is a hint that, whereas the first Galus lasted only a relatively short period, the second Galus (in which we currently find ourselves) is destined to be drawn out for one century after another. 5
See Oznayim la'Torah, who bases this answer on R. Nisim Gaon, who, in turn, explains why we split Nitzavim and Vayeilech, whenever there re two Shabbasos between Rosh Hashanah and Yom Kipur.
They were said to Moshe with Ru'ach ha'Kodesh - like the rest of Seifer Devarim - but in the wording of Moshe. See Oznayim la'Torah, citing the Ri Avuhav.
The Yerushalmi in Makos, 2:6 states that when questioned as to what should happen to a sinner, Chochmah stated that 'evil should pursue him', Nevu'ah, that 'he should die', and Hashem, that 'he should do Teshuvah and he will receive atonement.
May we merit its conclusion very soon.
Why are there more K'lalos than B'rachos?
Rosh (in 11:26) #1: In fact, they are equal, since the words "Brachah u'Kelalah" there equates them
Rosh (in 11:26) #2: This can be compared to a king who showed his son a plate with everything nice, for those who do his will, and a plate of swords for those who rebel. The latter is merely to frighten would-be rebels, which the king has no intention of actually using. Likewise, the K'lalos are no more than scare tactics, whereas the B'rachos are for real. 1
Rosh (11:26) #3: This can be compared to a king who purchased a slave, and wrote to him, 'If you carry-out my will, I will give you food and drink and dress you well. If not, I will put you in iron fetters and kill you.' Initially, the slave did the king's will and he gave him more than he promised. But when the slave subsequently rebelled; the king said that he would place on him only half (the fetters). In the same way, when Yisrael did Hashem's will, He gave them more than the B'rachos in the Torah; and when they rebelled in the days of Yirmiyah, He knew that they could not bear [all] the K'lalos, so He compromised and sent only half. 2
This is also what Rashi means in Nitzavim, 29:12.
Rosh: "Asah Hashem asher Zamam Bitza Imraso" (Eichah 2:17) - "Bitza" is an expression of compromise - He compromised by venting His anger on the wood and stones [of the Beis ha'Mikdash]. Had He not done so, there would be no remnant of Yisrael left (Midrash Tehilim 79).