In answer to your questions:
> Is "aborted" a failed state? should it be red?
It's a special case of failure (like paused or waiting for input is a special case of "in progress") - an ErrorAction and also build result is attached to the step and its enclosing blocks.
> What is a more appropriate icon?
In classic Jenkins this merits a gray rather than red ball color. Personally, I'm all for it if you guys throw that out and do some sort of failure icon with additional decoration to show abort.
> a bunch of questions about specific cases
Yes, steps can be aborted, and yes they should carry the same indicator. Their enclosing block will too.
I'd point you guys at the classic Jenkins Result object: http://javadoc.jenkins-ci.org/hudson/model/Result.html
And the Bismuth (pipeline graph analysis) component here - https://github.com/jenkinsci/pipeline-graph-analysis-plugin/blob/master/src/main/java/org/jenkinsci/plugins/workflow/pipelinegraphanalysis/GenericStatus.java