I'm not sure about question 1, but I think the answer is yes, you do need to be logged in to share unless you have some other setup going on like a dedicated server or something. I just use it on my PC and try to leave it on when I can, but nobody ever seems to download from me, haha.
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I use a VPN, haven't had any issues or had to configure anything for it specifically.
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I do use nicotine+ (also on Linux) because I had some issues with the actual program downloaded from their website. Not sure what it was because I didn't really try to fix it after I found out about Nicotine+. It works great.