Actually Sam distracted Lucifer so that Dean could come close and shoot him even if the colt doesn't kill Lucifer it does give him a massive headache
And Death scythe should work on Lucifer he is angel an archangel but stil. Death is as powerful or even more powerful than God so a weapon powerful to kill him and demons,horsemen should be able to kill Lucifer
Again, I'm not sure power has that much to do with it so much as certain creatures have certain weakenssess to certain things. Does level of power explain why the only way to kill a vampire is slice it's head off? In any case, if Crowley brought Sam back without his soul to use him for his plans then he would WANT Sam to jump into the cage in the first place and IF the syth DID work that wouldn't have happened so it would have been foolish for Crowley to suggest it. He was planning ahead.