I’m not sure what you mean by “which should reflect the main section.” Are you saying that the numbers in the Appendix section need to reflect back to numbering in the non-appendix sections?

Nested styles are a feature inside paragraph styles. You can learn about them here:
https://indesignsecrets.com/video-how-to-automate-run-in-header-styles.php
and more here:
https://indesignsecrets.com/nested-versus-next.php

I have not seen anything like that, but it seems like it should be possible. You would need four options, yes? Snap to nearest left column guide; snap to nearest right column guide; snap to top margin; snap to bottom margin…

One of these articles might help (check the comments, too)… I wonder if this is the dreaded FEFF character?
https://indesignsecrets.com/mysterious-space-character-indesign.php
or
https://indesignsecrets.com/removing-unwanted-text-anchors.php

Customized headers has been a challenge for many years. Harbs at In-Tools came up with an amazing solution, but it has not been updated (as far as I know) for the past several years, so it won’t work for most users: https://in-tools.com/products/plugins/power-headers/
I keep hoping that he’ll update it, or have someone else update it…