1) Yes you can use different sidebars for different page. For your guide kindly refer to the link below
2) The idea behind Global Blocks is to have the ability to design something once and then utilize it throughout multiple pages or areas of your website. Down the road if edits ever need to be made, users can go back to the "single source of truth" (i.e. the representative Global Block) and edit it once there, and then have those changes reflected throughout the entire website.
3) With regards to featured image, please note that every theme was designed differently and by switching themes your site will have a completely different layout. The same goes to any other wordpress themes.
I can see you are using Ethos stack, In Ethos the featured image was intentionally designed to be on top.