Hi mlehr
1 - Perhaps this topic can help: https://www.joomlart.com/forums/d/24108-about-changing-filter-words
2 - 3 - It may due to the template you're using, kindly share the admin + FTP account of your site, I will check for you.
4 + 5 - These are titles of fields, you can turn off it via filter settings in Backend > Component > JA Megafilter > edit filter > Page Options: https://prnt.sc/qbbsd7
6 - In the same filter settings > Page Options > make sure that you drap & drop the thumbnail to the right column to show on frontend: https://prnt.sc/qbbt17
7 - Yes, it's best if you put your custom css into the override of template, normally a Joomla template offers a place to put custom css.
8 - It's documentation page of JA Megafilter only, if you're not clear in anything, pls let us know.
Regards