Question about Samsung S65UA

Normally yes, I connect directly via USB-C.

Yep, depending on how many ports you would like/need (USB/USB-C for example), I would still keep the docking station.
Personally, I'm also trying to sell mine next, as I've never really needed it.

Yes, that's how it is! Works perfectly, even when the MacBook is closed.

In theory: Yes. In practice, I recommend first trying out whether everything works as desired.

No, definitely not!
Better buy a different monitor. I would not buy this Samsung monitor again!