Why does the Torah mention specifically now the distinction between Goshen (where Yisrael lived) and the rest of Egypt?
Rashbam, Riva, Hadar Zekenim (17): Because, as opposed to the previous plagues (which were relatively static), the wild beasts roamed around, 1 and there was no logical reason for them to avoid entering Goshen. 2
Moshav Zekenim: Arov and Dever came by themselves, not through the staff. Pharaoh suspected that it is chance, and not because he is detaining Yisrael. Moshe told him, they will not affect Yisrael, to show that it is due to your sin. When Arov left through Moshe's Tefilah, Pharaoh knew that it was from Hashem. Dever did not leave, therefore Pharaoh sent to see if Yisrael's animals died.
What is the significance of the phrase "Ki Ani Hashem be'Kerev ha'Aretz"?
Rashi and Ramban: Even though Hashem's Shechinah dwells in Heaven, His Providence (Hashgachah) is effective on earth. 1
To counter those who say that "The thick clouds block Him so He cannot see" (Iyov, 22:14 [Ramban]). The Ramban adds that, before removing the plague of Barad, Hashem said to Pharaoh (9:29) " ... in order you should know that the land belongs to Hashem" (since He created it out of nothing [Chidush]); whereas before brining it on, He said to him (9:14) " ... in order you should know that there is nobody like Me in the entire land" (He rules over the world and no-one can stop Him from doing what He wants [Yecholes]). All of these are principles that the Egyptians denied or doubted. In fact, they form the basis of Emunah and of the entire Torah.
Why does it say "l'Ma'an Teda Ki Ani Hashem"?
Hadar Zekenim: Pharaoh said 'I do not know Hashem'. Hashem told him, with this Makeh you will begin to know!