Highlanders and Hellsguard are pretty common in Ul'dah, so there isn't any real reason why one couldn't be part of the Sultansworn or trained in their arts to become a Free Paladin.
And the Monk questline involves talking with a Highlander scholar and assisting a Highlander Monk, so I'm pretty sure you're safe there too. In fact, considering Ala Mhigo has a high(lander) population of them, it's probably the race of choice. Not that you couldn't probably finagle being a different race if you wanted.
As for the second question, the Warrior of Light is almost always considered to be an outsider/foreigner of some sort. Even playing a Xaela Au Ra out in the Xaelan lands, you apparently don't get treated as kin. I would think Highlanders would (unfortunately) be treated the same.
I think it mostly comes from the fact that you really don't get an option to pick your character's nationality - just their starting city, which they migrate to at the start of the MSQ anyway. If they allowed that to be set and tracked it, there could likely be a lot more "personalized"-feeling dialogue with NPCs.
(... like the smiths of Kugane talking to my Doman about how to make a katana.)
... Also, I did run through the MSQ up to the end of ARR on a Highlander in prep for HW (he became an Au Ra), and I don't recall anyone saying anything unique in Little Ala Mhigo or even amongst the refugees outside Ul'dah. Then again, I was also kind of rushing my way through so I skipped through a lot of dialogue and cutscenes in my quest to prep the guy for the expansion.
NPC interactions, however, really don't matter all that much in the end for RP, though. If your character is Ala Mhigan, the folks you RP with definitely will react to it when identified! Especially if their characters have opinions about the nation, which many do - especially considering the events of Stormblood right now.
And the Monk questline involves talking with a Highlander scholar and assisting a Highlander Monk, so I'm pretty sure you're safe there too. In fact, considering Ala Mhigo has a high(lander) population of them, it's probably the race of choice. Not that you couldn't probably finagle being a different race if you wanted.
As for the second question, the Warrior of Light is almost always considered to be an outsider/foreigner of some sort. Even playing a Xaela Au Ra out in the Xaelan lands, you apparently don't get treated as kin. I would think Highlanders would (unfortunately) be treated the same.
I think it mostly comes from the fact that you really don't get an option to pick your character's nationality - just their starting city, which they migrate to at the start of the MSQ anyway. If they allowed that to be set and tracked it, there could likely be a lot more "personalized"-feeling dialogue with NPCs.
(... like the smiths of Kugane talking to my Doman about how to make a katana.)
... Also, I did run through the MSQ up to the end of ARR on a Highlander in prep for HW (he became an Au Ra), and I don't recall anyone saying anything unique in Little Ala Mhigo or even amongst the refugees outside Ul'dah. Then again, I was also kind of rushing my way through so I skipped through a lot of dialogue and cutscenes in my quest to prep the guy for the expansion.
NPC interactions, however, really don't matter all that much in the end for RP, though. If your character is Ala Mhigan, the folks you RP with definitely will react to it when identified! Especially if their characters have opinions about the nation, which many do - especially considering the events of Stormblood right now.