That is true, there is no such thing as an arbitrary “block” in Scrivener. The best you could do is fiddle with paragraph spacing for the upper/inner/lower paragraphs in the block quote, if you need each of those three conditions to have different spacing—by having three different Presets. Honestly it seems like more work to me than just handling this post-compile in a word processor. I’m not even sure how you would do this type of formatting in Pages in a manner that is any less time-consuming that in Scrivener. It seems to be devoid of the concept of multi-paragraph blocks, too. I’m no expert at it though.
You can assigned keyboard shortcuts to presets using the standard Mac OS X tools for menu customisation, in the Keyboard “Shortcuts” system preference pane.
I’m not sure what you mean by this, when would a line after a block quote not be a new paragraph? But whatever the case, the same principle holds true as for block quotes: if you want to do something unique with the formatting that the compiler should touch: use Preserve Formatting. If you need to carrying on the blue block beyond the block quote by one paragraph, then do so.
If you just can’t get things to work in conjunction with format override, then visit the Formatting compile option pane and switch it off at the top—or go into the Options button along the top of that pane, and take a look at the types of things you can enable or disable, when it comes to what Preserve Formatting, and general override, does.
You can for example cause the compile to leave all indent settings intact, as shown in the editor, while still cleaning up the font formatting, alignment, line spacing and so on. Likewise, in inverse, you can have Preserve Formatting only protect some things rather than everything.
You shouldn’t ever need to use “As-Is” for everything. That’s meant to be used only for exceptional cases like a table of contents, title page, or sections that are just overall dramatically different from “body text”. If you just want to not have Scrivener change your text formatting, disable the feature that is doing that. 
Another thing that may help you is the concept of line breaks: Use Opt-Cmd-Return to insert one. These will insert breaks inside of a paragraph. However, because they are all inside of a single paragraph, individual lines cannot have their own paragraph formatting—such as spacing. Additionally because they are considered a continuation of the paragraph, they will not use any first-line indentation rules. They have a few niche uses though, such as multi-line bullet list items, maybe you can find a usage with what you are doing.