Edit: When I reference "loading phases" below, you can read that interchangeably with a "volume" phase.
To answer your previous questions (though it's a bit late):
1. Yes, you can do front squats on the Wednesday workout instead of light back squats. Given your background, if you can front squat an exorbitant amount compared to your back squat, you don't want to push it too aggressively on Wednesday, since it is a "light day" for your squats. Weight comparable to the weight you would otherwise be back squatting on that day is probably sufficient. You can do something like 3x3 at same weight (with warmups) or maybe 5x3, ramping to a top weight.
2. Generally, you want to strengthen abs and glutes, and stretch your hip flexors. Avoid doing abs workouts that place a lot of the load on the hip flexor, since this will only exacerbate the problem.
For abs: Perhaps regular crunches off the floor, though raising your chest up to your knees is mostly hip flexor. Ideally, things like planks and weighted planks for ~1min, paloff press variations, cable chops and lifts, ab wheel are good choices.
For glutes: Deadlifts, sumo deadlifts, wider stance squats/box squats, hip thrusts/weighted hip thrusts, pullthroughs, etc. Things that focus on glutes. I guess for you the hip thrusts and pullthroughs would be ideal since really you're looking for assistance work, not main exercises. You might consider pulling sumo on Wednesday if you aren't already or adding some backoff light sets with a sumo stance, assuming you are doing deadlifts. That would depend a bit on what exactly you're currently doing though since the advanced madcow does leave some room for personal variation (ie sometimes recommending pulling 5x5 deadlifts sometimes 3x5).
As to the newer question:
Yes, increase the weight as slowly as you can and are willing. The smaller the weight increases you make, the longer you'll continue to make progress. If you have something like 0.5/1kg plates, feel free to use those as jumps where appropriate.
Also, yes it is okay to prolong the phases. Again, its a program written for the masses, so there are preset, planned deload periods. Granted, most people won't be able to endure intense loading phases for very lengthy periods. That said, if you are consistently making the weights week in and week out, then ipso facto you aren't overtraining. Most people don't work out hard enough to require planned deloads. Extending the phases is exactly the type of thing that madcow encourages once you are experienced enough with the program. The point though, speaking to your earlier question, is that without having prior experience or a coach, it's difficult to gauge when and how to make these types of modifications.
As to specifically prolonging the intensity phase, you may not want to prolong it too long, because you could, for example, be starting a new loading phase for your lifting instead; given that your body was up to it. In that case you'd be making faster progress, since more tolerable loading=better/faster gains in strength, work capacity etc.