Lulz is denying that he is the leader. They said the only way he was affiliated with them was that he hosted one of their public/legitimate IRC servers. Who knows what the real story is.
They're way to chatty not to get caught. They'll make a mistake at some point.
That is one way to use it but his tool SET has a payload called the SET Interactive Shell that uses this. He's already built all the SE tools to make this all work nicely. It's very slick and if you have never played with SET go get a copy at secmaniac.com
Does Hacking Dojo have a live lab environment? From my basic searches it doesn't appear so. I think that's one of the most valuable (and funnest) parts of OSCP. You actually have to execute the concepts that they taught you in a foreign environment.