How to find and use the Clausius-Clapeyron equation
See Integration by substitution, see also this question and another question at math.SE. This is the rule we have to apply here:

$$\int_{x_0}^{x_1} f(u(x))u'(x)\,\mathrm dx = \int_{u(x_0)}^{u(x_1)} f(u)\,\mathrm du $$

So we go from this equation:
$$\frac1p \frac{\mathrm dp}{\mathrm dT}=\frac{\mathrm d\ln p}{\mathrm dT}=\frac{\Delta H}{RT^2},$$
and integrate over temperature:
$$\int_{T_1}^{T_2}\frac1p \frac{\mathrm dp}{\mathrm dT}\,\mathrm dT = \int_{T_1}^{T_2} \frac{\Delta H}{RT^2}\,\mathrm dT,$$
Now we use the first equation, with $f=\frac{1}{p}$, $p=u$, and $x=T$:
$$\int_{T_1}^{T_2}\frac1p \frac{\mathrm dp}{\mathrm dT}\,\mathrm dT = \int_{p_1(T_1)}^{p_2(T_2)}\frac1p\,\mathrm dp=\int_{T_1}^{T_2}\frac{\Delta H}{RT^2}\,\mathrm dT$$

Bonus question: Its just the application of the chain rule, namely
$$\frac {\mathrm d}{\mathrm dx}z = \frac {\mathrm dz}{\mathrm dy} \frac {\mathrm dy}{\mathrm dx} $$
which, if applied leads to
$$\frac{\mathrm d}{\mathrm dT}\ln p = \frac{\mathrm d\ln(p)}{\mathrm dp} \frac{\mathrm dp}{\mathrm dT} = \frac{1}{p}\frac{\mathrm dp}{\mathrm dT} .$$