(1) I would think that they are relatively interchangeable (although the cartooning business may assign different meanings). 'Character' suggests more of a personality-- cartoon 'figures' would include stick figures, I suppose. (2) 'A small twinge of anxiety' is a slight, sharp feeling of worry, and 'works its way down my spine' indicates where this feeling is sensed by the speaker, at least in a metaphorical way.
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