No. To import devices from an exported ETS Project file it is not necessary to configure the Bus Connection property in ETS.
Yes you can. You can also add points from different projects that use different Group Address Style strategies. It is possible to mix points from Two Level, Three Level and Free Group Address styles in the same device.
The KNX ETS can export a project with a password. The KNXnet/IP driver can open the project when you present the correct credentials. You will need to enter the same password used to set up the ETS project.