@Tony > 1) No; you have to do that manually.
2) "Sample" as in set up a hot-cue or use it in a traditional "sampler" sense? You could create samples to use on the RMX or simply create your own samples from rekordbox and export them to WAVs (a new feature in 1.5.3) and load those files separately or to hot-cue banks.
3) You need to match the channel of the mixer to the player number, chances are you have them mis-configured.