Comentário oficial
1) Yep:

2) It's the best way and allows you to keep hot cues, etc. The other option would be to simply grab a single crate from Serato DJ, select all the songs in that crate, and drag-and-drop it to a playlist in rekordbox. If you have a big collection, that can be very time consuming.
3) It doesn't work exactly the same way, you create a playlist folder and within that folder you can place other folders and/or playlists, so to the question about nesting playlists, yes, you can do that. No, it doesn't recursively display the sub-playlist contents; you can't see all the contents of the playlists within a folder by clicking the folder itself. We've asked for this feature to be included but don't have a timeline on its integration.