There is also an unconditional deterministic polynomial-time algorithm to find $x,y,z,w \in \mathbf{F}_p^\times$ such that $x^2+y^2+z^2+w^2=n$, given any $n \in \mathbf{Z}$ and any prime $p \ge 7$.
First, given $a,b,c \in \mathbf{F}_p^\times$, Theorem 1.10 of Christiaan van de Woestijne's thesis lets one find an $\mathbf{F}_p$-point $P$ on the smooth conic $C \colon ax^2+by^2=cz^2$ in $\mathbf{P}^2$ over $\mathbf{F}_p$. The usual trick of drawing lines through $P$ and taking the second point of intersection with $C$ lets one parametrize $C(\mathbf{F}_p)$. At most $6$ points of $C(\mathbf{F}_p)$ have one of $x,y,z$ equal to $0$, so by trying at most $7$ lines, one finds a point on the affine curve $ax^2+by^2=c$ with $x,y \in \mathbf{F}_p^\times$.
Now, to solve $x^2+y^2+z^2+w^2=n$, choose $c \in \mathbf{F}_p \setminus \{0,n\}$, and apply the previous sentence to find $x,y,z,w \in \mathbf{F}_p^\times$ satisfying $x^2+y^2=c$ and $z^2+w^2=n-c$.
Here is an answer to 1. It is known that for any $A > 0$ that $\sum_{m \leq x} \mu(m) e(\alpha m) = O_A(x (\log{x})^{-A})$ uniformly in $\alpha$. For instance, consult Theorem 13.10 of Iwaniec and Kowalski's book, Analytic Number Theory. This uniform bound comes from combining the zero free region of Dirichlet L-functions with Vinogradov's method. This bound shows that $|\hat{\mu}(k)| \leq C_A (\log{n})^{-A}$.
This gives 2) for $A$ fixed. Edit 1: It gives 3) also.
Edit 2: I would guess the truth is $|\hat{\mu}(k)| \leq C(\varepsilon) n^{-1/2 + \varepsilon}$ so $s$ would have to be almost as large as $n$ to get anything not $o(1)$.
Best Answer
I think I found an efficient way to do so. Proceed like that to find four numbers $a, b, c, d$, having their squares add up to a given integer:
Finding a suitable prime is not hard. It depends on the density of primes around $n^{1\over 4}$. Roots of $-1$ are readily available modulo these primes. The ("extended") euclidean algorithm isn't hard, either. I do not know why, but it always appears to find exactly the two squares that fit. They even turn up twice, once with a flipped sign.