The scope would depend greatly on the context. But all other things being equal, the tendency is usually to aggregate similar or related adjectives together conceptually. So something like "more important and urgent" would definitely be interpreted as "more important and also more urgent".
The connection is more ambiguous for adjectives that are less obviously related. So "X is more important and expensive" is a little less obvious, but many people would interpret it as applying to both adjectives, since there is a natural tendency to assume something of higher importance would also be relatively more expensive. However, I would not say that the association is so obvious that it completely avoids ambiguity. For example, if you turn it around and say "X is less important and expensive", it's not clear if you mean that X is less important and also expensive (with the implication that it's TOO expensive for it's relative unimportance), or that X is less important but also less expensive. But if you have a list of somewhat related adjectives, they tend to build upon one another to the point that the scope seems to apply to all of them. So "X is more important, expensive, and complex" would be interpreted as "X is more important, more expensive, and more complex."
Adjectives that are unrelated don't tend to get lumped together, so something like "X is more tattered and blue" would usually be interpreted as "X is more tattered and also happens to be blue".
For lists that are a mixture of adjectives that are related and not, the scope becomes ambiguous again. So "X is more important, expensive, and blue" is once again unclear. Sentence (5) is also ambiguous.
A different issue is that your example involves contrasting adjectives. It's actually awkward to use AND to combine them. Without context, the tendency is to assume bigger is better, thus more important and expensive. It seems odd to say "more important and smaller" because the adjectives are in such perceived contrast. The natural way to say it would be "more important BUT smaller" or "more expensive BUT more compact", or "more important BUT minute". Unless, of course, the context makes it clear that smaller is better, such as "This computer chip is more expensive AND smaller". This usually doesn't apply to lists of more than two items (there is no implied contrast in a list). Thus sentences (5) and (6) are ok, but (1) and (2) are awkward.
Side note: as you pointed out, it is also more natural to place adjectives that describe inherent properties (small, big, red, talented, incompetent, etc.) before adjectives that describe value or relation (expensive, cheap, important, famous, infamous, etc.). There is usually a tendency to assume the inherent properties should explain the relational properties. For example, if a car is red and fast, and also popular and expensive, the assumption is that its inherent properties, i.e. color and speed, influence its popularity or price. Something like "X is expensive and big" sounds awkward because conceptually, it seems like a non-sequitur. "X is big and expensive" makes more sense.