It's standard (or slightly pretentious) British English; I guess the US equivalent would be "majored in math at Edinburgh" (which would be equally incomprehensible to a Brit)
It's not really pretentious – it kinda depends on what university you went to. I typically say 'studied', but my friends who went to other unis say 'read'. I would take 'read' as a pretentious term.
I think he meant "wouldn't". It's not pretentious per se, it just would be interpreted that way to an American because we wouldn't use that phrasing, therefore we can only imagine it being spoken in an upper-class English accent, pinky fully extended.
Quite so. Having been raised by the BBC World Service I actually do have a somewhat received pronunciation, albeit gently deflected by many years abroad.
The disposition of my pinky, however, shall remain a mystery.