1. Should the priest or the warlock be the main?
Priest.
2. Should my priest be discipline or shadow?
Holy.
3. Should I use focus? (I am mostly using /assist at the present time)
No. /assist is better. It must be because I use it
4. Is there any priest/warlock guide? (I didn't seem to find any so far)
/shrug. There's not much to know really, is there? You can probably work out which spells synergise well.
5. I want the priest to buff himself when pressing alt + key and buffing others,
Just download SmartBuff.

Seriously, all the things you're asking are *entirely* personal preference, and if you ask 5 multiboxers you'll probably get 6 different answers.

It might help if you said what you intended to do. I went with Holy for the priest assuming you want to get into instances as two members of a five man team - nobody's going to say no to an effective holy priest - but if you're just going to quest your way to 70 anyway then it doesn't make much difference - a destro or demo lock with a shadow priest (because instant damage is generally more important than dots when you're grinding through quests) might not be a bad idea.