Forgive my non specialist questions here, but doesn’t special relativity predict that special relativity is preserved at all scales?
It does, but a number of alternative theories of quantum gravity do not. So, if Lorentz invariance is shown to be violated, this would favor those over string theory.
No. Special relativity postulates that special relativity is preserved at all scales. It's an axiom. Comes from nowhere. It's assumed.
This is what a theory is: assume XYZ is true, and see how much of the world you can explain. Why is XYZ? That theory doesn't explain it.
Theoretical physics is: what is the smallest set of XYZ assumptions that can explain other theories. So if you can come up with a theory that's internally self-consistent that _predicts_ something which is postulated by another successful theory, that's a very convincing result.