There are two distinct types of cosmic rays - low energy ones that are sourced from the sun, and the high energy ones that are sourced from the big guys on the universal block. So yes, there are different sources for both high and low energy cosmic rays. However, for the sake of this conversation all cosmic rays are considered high energy when compared to the measly energies our colliders can produce :)

The matter goes nowhere. It is completely and utterly annihilated. Some radiation escapes from the event horizon of a black hole due to Hawking radiation, but it contains none of the information encoded in the original consumed matter or energy.

Heh - when you're talking about a black hole at or smaller than the size of an atomic nucleus it doesn't matter whether it's at the top of the atmosphere or at the center of the Earth. Matter at that scale is described as tenuous at best. You'd have to get somewhere like the center of the sun or denser before a collision would be anywhere near likely.

The Sun in conjunction with the Earth's atmosphere has been colliding particles with WAY higher energies that the LHC could ever manage for billions of years now. As far as I know we've not been consumed by a mini black hole yet.

Well, I have seen a bit of an effect but that might be because I work in Investment Banking.