I would like to know what percent of bases in each exon is covered, and for the definition of coverage i would like to give a user defined number say n, then a base in an exon is covered if there are at least n reads supporting

You can write a simple python script for this. BUT you can also do it with bedtools alone.

a. First, get the bed file of exons using the dexseq_prepare_annotation.py script.

b. Then get the coverage for each base in a bedgraph format using -d and -split from your BAM( As its RNA-Seq )

c. Now intersect the BedGraph with exon BED file and use awk to filter for depth of coverage. So you will end up with the bases that overlaps with exons with x coverage.

d. To calculate what percent of each exon is covered, you can simply use groupBy of bedtools, groupBy exon coordinates and count number of bases covered. With this you will get to know what percent of each exon is covered by x number of reads and later on you can even groupBy gene ID.

For the remaining reads not aligning to exons, I would like to find continous regions of coverage i.e. a 200 bp

For this, simply substract the bedGraph with the exons ( using -v and without -d ) which gives all the continuous regions not overlapping the exons and you can use a length filter using awk.

Its a bit tricky but it should work perfectly.