Is there a way to move the cursor with the mouse wheel, especially while holding a modifier key?
You can move the mouse cursor by moving the mouse.
Or do you mean the playhead cursor? You can position the mouse cursor on top of the cursor position field and use the mouse wheel there.
You would need BOME MIDI Translator Pro to do that, I think, or @m.c to chime in with the answer about whether a script would get you there or not.
Yes. Move your mouse cursor to the Time Display on your Transport Bar. No modifier key required.
Note that scrolling will manipulate the time subdivision your mouse is currently hovering.
Hi, not without the help of an external utility as you correctly mention 
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