I can relate to your concerns a lot. A couple of my thoughts:
1. I have been emailing the programs that only accept me for masters and ask them about funding, and also previous students' success at internally reapplying for PhD at completion of the masters. Each program is different and there is no sense speculating about your chances or their policies when the department can tell you for themselves.
2. I did have the same concerns about asking to be considered for the masters even if you might be likely to decline. Don't feel bad about thinking that they would be insulted if you ask to be considered and then decline an offer anyway. You need to provide the most options for yourself, and the program is just trying to offer you a spot where they feel you are the best fit.
3. In terms of MA vs PhD and "why bother" with the MA, I think that's an individual thing. It depends on the program's answers to the first question, your financial situation, your goals, your fit with the program, etc. All you can do is gather all the information you can and choose the program that works best for you.