Is it possible to import SWF files into Edge Animate so any work in Flash isn't lost?
No, unfortunately not. Now that Adobe is discontinuing Edge Animate, chances are that they will focus on Flash as a replacement for EA. But that will take some time.
For now you will have to rebuild your animations in EA. Or, perhaps, consider the migration to an alternative such as Hype, NodeFire, Scirra Construct, or Google WebDesigner, depending on your needs.
Also, is it possible to embedd HTML5 that Edge produces into Wordpress, there is supposed to be a plugin that does it, but its no longer supported?
Yes, it is possible to embed it in WP, but not directly through a plugin anymore. The simplest solution would be to upload the web version to your server through FTP in a dedicated folder in your wp-content/uploads folder, and use one of the iframe plugins to display it in your posts or pages.