Ethicality of continuing my Ph.D. with intentions of leaving
How unethical is it to continue this year and finish up without
  mentioning any of my intentions to leave the program for another?


It is not at all unethical to continue until you know for certain. I see this as a situation where you are considering your options. You would LIKE to leave, but you are also considering staying if you have no funding at the second program. I certainly don't think you have any obligation to mention your decision until you hear about funding. In February, your current program will still have the opportunity to give away your funding to a new student/another student, so you are not harming anyone by waiting to speak up.


  If I do withdraw from the lab rotation, should I mention why I am
  doing so or just mention that I was not expecting the course work to
  be so intense (which is true due to my teaching taking up so much
  time, I am behind).


I don't think you should withdraw. If you stay, this would be your advisor. And if you don't get funding, you may stay. So you should make sure you have a good backup plan with this advisor at your current school.


  How unethical is it to use my 6 credit tuition waiver to take courses
  in the spring that would hopefully transfer to my other program?


You will likely need to decide on spring courses before you decide if you should stay. If possible, choose courses that would prepare you for either path. If not possible, I don't see a problem with using the waiver you have earned through your teaching in a way that would be of most use to you.