Configuring the Dock to be Spaces-centric

3 questions in one, so I numbered your points to make answering easier…

1. Set the app's space compliance to None [right click the app in the Dock]

2. 1) Mac apps don't do that, no new instance will be created unless none exists.
   2) Can only be done if the compliance is set to All Desktops - but that means it will always follow you around; probably not what you want.

3. Focus will switch to that app, whatever Space it is running in. There is no way to change that behaviour.

Pro Tips…

Click/hold the title bar of any app & use a key command to switch Space
- by default Ctrl ⌃ num will bring the app with you to that requested Space

Personally, I find separate Spaces per display untenable, so have it switched off. My monitors switch in pairs…