To answer your second question first, no, it is not sinful to ponder questions such as Satan’s redemption. Christian theologians have been pondering similar questions for two millennia now.
In short, Satan is an angel. Because angels are pure spirit and of vastly superior intelligence to human beings, the choice they made for or against God was a permanent choice. Those who fell cannot repent having chosen against God. Because the fallen angels cannot repent, God cannot forgive them. They have permanently chosen to separate themselves from God.
With human beings, our final choice is settled at death. If we die having chosen for God, we will go to heaven – either immediately or after purgation, depending on the state of our souls. If we die having chosen against God, we will go to hell. Once in hell, our choice against God is also permanently fixed and there can be no release from hell for us either.
