The bootloader, is the bootloader. And no, you can't change it in most cases. Root and recovery, just finds a way around the bootloader security.
As far as restoring to factory specs, phones are different. But usually involve running a stock RUU image, which will overwrite your recovery and such, returning the device to somewhat factory condition. Shipped Roms.com has a decent listing of shipped roms by device, region, and carrier.
Looking in your specific device forum here at AC, or at xda-developers.com, will give you more specific information on returning to stock.
Most phones are different in the procedures. Some, such as a lot of samsungs, require an external app such as Odin, to facilitate flashing.
Nandroid, as far as I know, will not make a backup of your bootloader, nor of CWM. If I'm not mistaken, it only makes a backup of your OS, Apps, Data, etc.
If I'm wrong, somebody chime in please...
This is why it's extremely important, you
1. Make absolutely sure the files you flash are for your device
2. Follow instructions to the letter (20 times if need be)
3. Ask before you do something stupid.
4. Make your nand backup after rooting.
5. Do your wipes as advised.
And finally, the only "stupid question", is the one that didn't get asked