Having read John Rennie's answer above, I'm going to give an answer that's hopefully of the same sense, which hopefully makes sense, but which hopefully brings out an issue.
1. Is the free fall acceleration the same as the coordinate acceleration for a hypothetical observer at rest on the star surface?
Yes and no. Yes because the falling body falls the way it falls, regardless of how the two observers might describe it. However it's no because the observer on the surface is subject to gravitational time dilation. He's going slower, so he would say things fall faster.
2. Is the free fall acceleration the same as the coordinate acceleration for an observer at rest at a great distance from the star?
Yes, and no. Yes because the body falls the way it falls, and because this question is looking for a Newtonian answer wherein the free-fall acceleration is that described by the distant observer using a simple expression. However it's no because the Newtonian answer is starting to diverge from the GR answer, and there's a contradiction looming.
3. Does the free fall acceleration at the surface have the same value according to both observers?
No. Their seconds are different, they don't agree that it's circa 8.2 x 10¹¹ m/s². And even when they compare notes and make allowance for the gravitational time dilation, that contradiction is still looming. LOL, it reminds me of the end of The Terminator when the boy says there's a storm coming.
4. Is the Newtonian approach $a=F_g/m=G*M_{star}/R^2$ correct, considering the strong gravity at the surface?
No. Now take a look at what John Rennie said when he referred to the black hole. The distant observer sees the falling object slow to zero speed. So in the limit, the distant observer doesn't say gravity is strong at the surface. He says it goes away.
Houston we have a problem!