^^^ Like Parabuteo78 said, the nibs are interchangeable so you can just buy the brush nib and replace the fine tip. Also, you could get a Copic Sketch colorless blender to help aid in the smoother blending.
I've never used moleskin paper. I always use my copics on a smooth bristol. Regular watercolor paper is great too, if you don't mind the textures. ^^
This set comes with a colorless blender marker so it's kind of like 11 grey tones + 1 blender. This blender thing works like magic! Compared with watercolours, colorless blender is like water for Copics.
You could consider just changing the nibs to Brush nibs. All Copics have interchangable nibs which are sold seperately, maybe that's an idea? [link]
if you do decide to change the nibs, make sure you buy the correct ones. For the standard Copics, the brush nibs have a metal piece on them. Brush nibs for Ciao's or Sketch markers don't have the metal part and won't fit.
Sorry, can't help with your other questions as I don't have a Moleskine sketchbook
I didn't know the nibs were interchangeable! Thank you so much! I did a small research on the other kinds of nibs as well. Apparently those brush nibs fit in the broad nib. Well, as for the fine nib I could change them with super fine nibs and use the other tip as a slightly thicker multiliner (.5mm looks pretty thin on larger scale drawings anyways). I might just be starting to like my Copics.. ლ(╹◡╹ლ)