A sorcery can't be put onto the battlefield and a permanent can't transform into a sorcery. If an effect exiles Summon: Esper Maduin and then instructs you to return it to the battlefield, it remains face up in exile (unless that effect instructs you to put it onto the battlefield transformed, in which case it returns as Summon: Esper Maduin). If an effect instructs you to transform Summon: Esper Maduin, the instruction is ignored.

Finality counters don't stop permanents from going to zones other than the graveyard from the battlefield. For example, if a permanent with a finality counter on it would be put into its owner's hand from the battlefield, it does so normally.

Multiple finality counters on a single permanent are redundant.

Finality counters work on any permanent, not only creatures. If a permanent with a finality counter on it would be put into a graveyard from the battlefield, exile it instead.

Summon: Esper Maduin's second chapter ability isn't a mana ability. It uses the stack and can be responded to.

Finality counters aren't keyword counters, and a finality counter doesn't give any abilities to the permanent it's on. If that permanent loses its abilities and then would go to a graveyard, it will still be exiled instead.