Although preheat should not be necessary, I think most people do it anyway. No harm.
Mind what Steve said about soaking, it won't hurt to soak a little too long, but too short is not good. A2 isn't as bad as some, but it can suffer from under soaking.
You can plate quench A2 with good results.
I recommend using foil.
If you're interested in cryo, the heat treater's guide shows that A2 responds pretty well to it, especially at the lower tempers people use on knives. $5 dry ice from the grocery store mixed with $5 acetone from the hardware store does the job. It has usually been recommended to soak in cold for several hours, but it is not a diffusion conversion, so there is an argument that says you just need to get it cold and you're done. Regardless, make the cryo part of the quench for best results, meaning out of the plates, into water then into dry ice without delay.
