I hope I can to act as a placefiller for the moment, then:
1. Technically, you can do that. However, to do so you either have to march around the whole way, or hire a fleet from your own finances, which is very expensive. (You can only teleport your avatar, so if you'd try that you'd leave the mercenaries behind.) Either way, unless you've saved up money for a long time, you're not likely able to afford it, and it's hardly worth it anyway.
2. You can, but you need the permission from the guy who owns the province first.
3. Currently, no, but I think it's an interesting idea, seeing as we're limited to one estate nowadays.
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