Not really sure what you can do about this problem.
One of the things I've noticed on the forum is users will often ask for features that are either already available or somewhat available. The first thing that came to mind, is to set up a "helpful tips" feature.
Speaking from personal experience, when I first started using Smart Keyboard, I didn't know that you could access the settings menu by long pressing the alt key. Perhaps putting a toast message when pressing certain keys could let users know that this feature is available. If users go to the settings menu more often, they might see what they're looking for more often.
This idea could also be applied for other keys. Having a toast message appear when hitting the enter key could say "long press on the enter key brings up smiley menu."
If someone long presses the enter key to see it, an additional toast message could show up saying "smiley menu can be customized under → General Settings → Smiley Editor".
If you do this, it would probably be a good idea to have the toast notifications easily disabled under settings and/or have them only show up two or three times - to prevent them from becoming too much of a distraction.
Another possible answer could be to have the same toast (or splash screen) messages show up while in the settings menu. When selecting something, it could give a brief description of what the feature does (in greater detail than the description included on the setting menu itself). Or, maybe have the setting have a link that could link to the user menu.
An additional option could be to include information related to another feature found elsewhere that may be of interest. If someone selects something related to something that can be found under a different menu, they could be notified at that point.
One example of this could be:
"Hide period" under General Settings menu would give a message relating to other punctuation features, such as "Suggest Punctuation" and "Period on Double Space" that is found under the Text Prediction menu. If someone selects the one, they may be interested in the other (and vice versa). It could be done something like:
Select:
[Hide Period]
Message appears:
[Additional features "Suggest Punctuation" and "Period on Double Space" can be found under Text Prediction Menu].
Then just hit okay to make the message go away (if using the splash screen)
This could also be disabled, though someone is probably not as likely to do so, since it's not as invasive as messages that appear while using the keyboard in the first example I gave.
With respect to making the settings easier to find at a glance - you could put little icons next to the feature in the settings menu:
Arrow icon for the arrow feature.
A comma icon for comma related features.
A @ icon for domain key.
A Aa icon for always capitalize.
This could also help for foreign users (to some extent hopefully).
I'm not so sure this may be all that useful, one of the great things about Smart Keyboard is all of it's options. This also has the unfortunate side effect of making it harder to find them, when someone wants to use them. You'll likely always have people who simply won't bother reading instructions, no matter what. I suppose you could use these suggestions with the features that seem to be the ones you receive the most questions on to reduce the amount of nag built into the app, as well as the amount of work to implement it.
Hopefully, someone else has a better idea. One bad aspect if this idea, is that it requires adding even more to the application at download.
The app Tasker has something like this, occasional hints and a downloadable user guide. You can also pull up a menu when on a specific screen (by hitting the menu button) that says "Help: this screen" and "User Guide a-z" that links directly to the part of the user guide that deals specifically with the "setting/task" that you're dealing with at the moment. I think Tasker has a seven day trial on the website if you want to see it. Here's a link to the web page to give you an idea of what I'm talking about. A picture is shown under "events". Maybe you could do something similar, while in settings have a menu that says "Help: About this setting" and have a downloadable user guide with links.
http://tasker.dinglisch.net/tour.html#events
This feature makes using this app significantly easier.
Hope this helps.
You could also consider something like this with one page that has all the settings from all the menus listed in alphabetical order. That way, it would be easier to see all of them at a glance.