This means that all dinosaurs outside this clade (which are, in fact, most dinosaurs) would still be scaly. This has been supported by the numerous skin impressions from Carnotaurines, Sauropods, Ceratopians and Hadrosaurs; all of which show scales.
All dinosaurs had integumentary covering. Scales ARE a type of integument. As for filamentous integument, that is probably restricted to coelurosaurs only (probably closer to Maniraptora too).
I don't see why not. I'd have to wonder what environmental forces were pushing for nappy hair though.