In a bucket would be fine. I am pretty sure they would give you store credit, but you might call ahead and ask.
Rock rubble is just small pieces of live rock that normally have broken off in transit. Almost all stores have some they they will sell you for relatively cheap. It doesn't even have to be "live" rock, it could be "base" rock rubble also. Basically you just want a porous surface for beneficial bacteria to grow on.
Well, they both are kind of scavengers... The pistol will on scavenge from the sand, and the cleaner will scavenge from anywhere (sand, rock, right out of a corals mouth! )
Hmm.. never heard of setting up a live krill tank before. I think most of us feed our fish a combination pellets/flake, and frozen mysis.