One possible solution, at least for requests 1, 2 3, and 5, using mdframed:
\documentclass{article}
\usepackage[a5paper]{geometry}
\usepackage{xcolor}
\usepackage{caption}
\usepackage{booktabs}
\usepackage[framemethod=tikz]{mdframed}
\usetikzlibrary{calc}
\usepackage{lipsum}
\newcounter{exa}[section]
\renewcommand\theexa{\thesection.\arabic{exa}}
\newlength\mylen% to hols the width of the title
\newmdenv[
settings={\global\refstepcounter{exa}
\settowidth\mylen{\bfseries\color{cyan}Example~\theexa}},
leftline=false,
linecolor=cyan,
middlelinewidth=1pt,
innertopmargin=30pt,
innerbottommargin=10pt,
innerleftmargin=0pt,
skipbelow=1.3\topsep,
singleextra={
\path node[font=\bfseries\color{cyan},anchor=west,yshift=-12pt,inner sep=0pt] at (O|-P) {Example~\theexa};
\draw[ultra thick,cyan] ([yshift=.5\pgflinewidth]O|-P) -- ++(\mylen,0pt);
\draw[line width=2pt,white] (O) -- ($(P|-O)+(-2cm,0pt)$) node (A){};
\node[anchor=south west,fill=cyan,inner sep=3pt,outer sep=0pt] at (A) {};
},
firstextra={
\path node[font=\bfseries\color{cyan},anchor=west,yshift=-12pt,inner sep=0pt] at (O|-P) {Example~\theexa};
\draw[ultra thick,cyan] ([yshift=.5\pgflinewidth]O|-P) -- ++(\mylen,0pt);
},
secondextra={
\draw[line width=2pt,white] (O) -- ($(P|-O)+(-2cm,0pt)$) node (A){};
\node[anchor=south west,fill=cyan,inner sep=3pt,outer sep=0pt] at (A) {};
}
]{example}
\begin{document}
\section{Test Section}
\begin{example}
\lipsum[4]
\begin{center}
\captionof{table}{This is a table inside a \texttt{mdframed} environment}
\begin{tabular}{ccc}
\toprule
column1a & column2a & column3a \\
column1a & column2a & column3a \\
column1a & column2a & column3a \\
\bottomrule
\end{tabular}
\end{center}
\end{example}
\lipsum*[2-3]
\setcounter{exa}{23}% just for the example
\begin{example}
\lipsum*[1-4]
\begin{center}
\includegraphics[width=6cm]{ctanlion}
\captionof{figure}{This is a figure inside a \texttt{mdframed} environment}
\end{center}
\lipsum*[5-6]
\end{example}
\lipsum*[2]
\end{document}

Floats won't be allowed inside the mdframed environment; as has been mentioned in comments, this is not a restriction; in fact, it wouldn't make much sense. However, as the example demonstrates, one can still have tabular material and images with captions, using the \captionof from the caption or capt-of packages.
CTAN lion drawing by Duane Bibby.
SMH: Due to a reference issue, I edited the code.
Another approach is the suggest package tcolorbox. With the newest version of the package you can use the following code. It has the same limitation like mdframed.
\documentclass{article}
\usepackage[a5paper]{geometry}
\usepackage{mwe}%load graphix,lipsum,...
\usepackage{xcolor}
\usepackage{caption}
\usepackage{booktabs}
\usepackage{tcolorbox}
\tcbuselibrary{skins}
\tcbuselibrary{breakable}
\newcounter{example}[section]
\renewcommand\theexample{\thesection.\arabic{example}}
\tcbset{examplebox/.style={%
title={Example~\refstepcounter{example}\theexample},
breakable,
leftrule=0pt,
arc=0pt,
colback=white,
colframe=cyan,
enhanced,
colbacktitle=white,
coltitle=cyan,
titlerule=0pt,
enlarge left by=-4mm,
width=\linewidth+4mm,
enlarge top by=2pt,
overlay unbroken={\draw[cyan,line width=2pt] (frame.north west)++(0,0.25mm) --++(4cm,0pt);
\draw[white,line width=10mm] (frame.south west) --++(8cm,0pt) node (P) {};
\fill[cyan] (P) rectangle ++(6pt,6pt) ;},%
overlay first={\draw[cyan,line width=2pt] (frame.north west)++(0,1pt) --++(4cm,0pt);},%
overlay last={\draw[white,line width=10mm] (frame.south west) --++(8cm,0pt) node (P) {};
\fill[cyan] (P) rectangle ++(6pt,6pt) ;},%
}%
}
\newenvironment{example}{%
\tcolorbox[examplebox]}%
{\endtcolorbox}
\begin{document}
\section{Test Section}
\begin{example}
\lipsum[4]
\begin{center}
\captionof{table}{This is a table inside a \texttt{tcolorbox} environment}
\begin{tabular}{ccc}
\toprule
column1a & column2a & column3a \\
column1a & column2a & column3a \\
column1a & column2a & column3a \\
\bottomrule
\end{tabular}
\end{center}
\end{example}
\lipsum*[2-3]
\begin{example}
\lipsum*[1-4]
\begin{center}
\includegraphics[width=6cm]{example-image-a}
\captionof{figure}{This is a figure inside a \texttt{tcolorbox} environment}
\end{center}
\lipsum*[5-6]
\end{example}
\lipsum*[2]
\end{document}
mdframedpackage would certainly help here. – Peter Grill Jan 24 at 21:36floatscan not go inmdframedenvironments, but I wouldn't say that it has 'serious flaws'. It does more than any other framing package available. Putting afloatin aframeis very trick- putting aframein afloatis much easier – cmhughes Jan 24 at 21:45\captionofof thecaptionpackage is what you're looking for. – egreg Feb 2 at 22:41