whoa nelly big dagum' tires.
BFG is very good brand.
1) check the valve stems for leaks and tightness of the shraeder valve inside as well. many are loose and leak when they seat the beads on the rim on installation.
2) your aluminum rims may be porous, but doubt it.
3) all tires lose around 1-2 psi per month, normal. i check mine about every 2 months or so or when mpg takes a dump, and before any highway trip with the family.
4) as for tires, anything from 31" and bigger will fit, but 6" lift makes any tire look small.
Newly Painted! Emerald Green '96 XJ 4x4 4.0 HO 5-spd
3" Lift + 31" Tires / D35 TracLok / NP231
Drilled out Stock Airbox / Gauge Cluster Upgrade
Magnaflow Muffler / High-flo Cat / MSD Coil