Stripped probe is electric. Looped probe is magnetic. Stripped/looped probe is mixed probe. If you use coax - leave the shielding, just make sure to leave a gap. Just look at this picture [1] from this quite good article [2]. Depending on the design/equipment, you might need balancing/symmetrization.

Also directivity/sensitivity. While turn count will improve overall sensitivity, loop size will increase directivity. Keep in mind that both loop size and turn count affect probe filtering characteristics (it IS a filter), so I highly recommend experimenting with several designs. Have a look at my attempt at making magnetic probe from RG174 [3]. It is fat because of two layers of thermal shrink tube, which made it stiff enough for my experiments :)

It is hard to tell from a picture, but it should be that this probe uses two wires exactly for this purpose: one acts as a central conductor, other as a shield.

[1]: http://www.compliance-club.com/archive/old_archive/030718b.j... [2]: http://www.compliance-club.com/archive/old_archive/030718.ht... [3]: http://imgur.com/hiRUJl6

The RTL SDR can (unmodified) only receive down to a few ten MHz. At least for some of their research they used a soundcard. As far as I know you will access different types of information. kHz range is mostly power consumption. Tens/hundreds of MHz is bus activity.

Both may be correlated, and both gives you side channel information to attack cryptography.

Yes, this is what you can find inside a wireless charging pad or inside a wireless charging phone. You can find them on ebay for $3. Look for "usb wireless pad".