1/ It's not URL of JA Megafilter, JA Megafilter will show results and when you click to open an item, it will open normal article page. To move the ID in the URL, you can disable URL Routing in backend or you can make a search in Joomla forum, there are many discussions on this topic.
2 + 3/ If you meant Joomla article content, for now, Joomla itself doesn't support that option.
4/ I don't get your question. Do you mean filter page or just a tag menu item of Joomla?
5/ Unfortunately, there is no access to backend of demo site now. You can purchase this extension and give it a try.