2) Use Or type if you want to allow multiple select https://prnt.sc/26csk4z
3) Use Apply all filters widget https://prnt.sc/26csk4z Then you’ll get Apply filter button https://prnt.sc/26cskp1
4) For example? What exactly do you want to implement?
5) What icon do you want to use there?
6) Order by sorting comes from WooCommerce plugin. They allow to change only which one will be the default order (Theme Options > WooCommerce > Product catalog). There is no option to remove/add another order type. If you just want to change text you can use the WooCommerce translation files. If you want to add something extra to that list you need to look for third-party plugins to implement that.
