Hello,
1) Your menu uses Static blocks for the mega menus https://prnt.sc/1xlq8xf
So, to edit that edit appropriate static block and edit menu list item and change the link to what you need and menu item title https://prnt.sc/1xlq19g
Here is video tutorial https://youtu.be/f07MBdnFPfk
2) I have created a video to explain to you how to create an external product https://recordit.co/rnvxcUUMQV
If you mean something another then please provide video of the issue for better understanding.
3) Edit the Product categories element and choose what categories you want to show there https://prnt.sc/1xltr17
Regards