afaik you can just specify your server's IP address and it will use WebDAV.

You'd have to implement a TCP server listening on a privileged port (< 1024). Surely no browser would allow this.

I'm not sure about windows, but on all the un*xes I know you need to be root (or have the right capabilities) to create a port with number < 1024. So even if the browser doesn't enforce this, the OS should.

No, but you might be able to run cmd then the ftp command to download the payload.