1) when printing does VFP wait for Word to complete the task or does it go on (like after the MailMerge.Execute command?) and therefore cause a potential locking issue if it tries to update the data source that Word is still using

I do not know for sure, but it seems to me that the printing operation, like any other command sent to an automation server, would be asynchronous. But I do not know about any potential "locking issue".

2) are you aware that the OpenDataSource command is no longer necessary in Word versions 10 and above?

No. But, then again, that conference session was written in 2002 and I have not used MailMerge for any of my recent work. I have used templates with bookmarks in them and a metadata driven class to replace the bookmarks.