Basically “Yes” to all. Now you get the idea.
I think the manual has a lot of information about that if you are interested. In a nutshell: Note Expression gives each note even a unique ID (which is beyond MIDI) and that keeps notes and controllers locked together when editing. But this works with MIDI controllers as well. For recording live with key switches and contollers, it is up to you to decide, where you want the data to go. For example: Pitch Bend onto the note (as note expression), Mod Wheel to the controller lane (because the focus is more global in character) and the key switches into the articulation lane (as VST Expression). You can overdub as well, if that is too much going on an the same time.
And: “No” to “2)”. You can’t cut key switches and paste them as Note Expression. This is happening on recording/overdubbig only. But you can always draw the articulations directly into the articulation lane if you don’t want to record them from a keyboard. And - yes - articulations always affect successive notes until a new articulation is sent.
Finally: all is sent to the same MIDI output of the respective track.