It sounds like you are looking for resources and sample code. Rather than answer your specific questions, here are some links that you might find useful:
Start by reading "Simulation in SAS: The slow way or the BY way" to learn the general structure of simulation code.
To learn how to simulate multivariate normal data in SAS, see "Sampling from the multivariate normal distribution" and "How to generate multiple samples from the multivariate normal distribution in SAS". If you don't have SAS/IML, you can use PROC SIMNORMAL. For 2-D data or for nonnormal data, you can use the DATA step, as you are doing in your post.
For power estimation using simulation, see "Using simulation to estimate the power of a statistical test."
For more information, see "Ten Tips for Simulating Data with SAS", which includes an example of using simulations to estimate power. For many more examples and details, see Simulating Data with SAS.
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