1 & 2. Check proxifier you can see the connections it's making and which IP it's using.
3. Not added currently it's per client. I think @Patrick had some plans in the future to rework tabs to support such a thing in injection only, can you verify this Pat? And Mirror doesn't support proxies natively at all, only through proxifier. Think it was because it required injecting into the client, which defeats the purpose of mirror.