Writing REU Recommendation: Should I mention the student is an underserved demographic?
As has been said in the comments before,

1.a) Most REU specifically say they encourage underrepresented minority students to apply. I understand some of the grants the NSF gives out require that the research group be diverse.

1.b) However the REU application the student must fill out already contains a question regarding this subject, and as @Tom Church pointed out, the student is not obliged to disclose this information. So I would say you should not mention it in the letter

2.a) Again, most REU's specifically encourage this type of students to apply,

2.b) However it is something the student should mention in the personal statement, so again it would not be your place to mention.

3) Yes, you and the student should mention his/her interest in graduate school, as again this is something REU's look for.