These are questions beyond my expertise, you really need to talk to a lawer about these issues.
I know that it is possiible to appeal the denial of any case, in particular I-485. There is a pretty short time period for doing that and you would definitely need lawer's help.
I don't know for sure what happens to EAD if the underlying case is rejected. I vaguely remember reading somewhere that INS will send you a letter asking to state the reasons, if any, why EAD should not be revoked.
I would guess that having a pending appeal would qualify as such a reason. But, again, you need to talk to a good lawer about this.