1. You did not miss anything, this was not explained.
2. Well, this seems to be a contradiction, created by the adaptation. In the book, there was no future tech. What the aliens sent was only the software, the game itself, but the hardware was an existing widespread "VR suit" which explains the hot, cold, kinetic effects, etc. This was handled differently in the series, and it was not explained how they did it. Did they only transmit the blueprints for the VR devices? That seems most likely, but Team Wade did not make any effort to trace these back to where they were manufactured or something... which makes this point confusing. It was better handled in the book.
3. This also was not properly explained, but the implication is that the alien fleet is already on the way. They are on the ships, most likely in suspended animation, which prevents them to do research, update their science, etc. So it is a real and threatening scenario for them that humanity will catch up by the time they get here, and they will be wiped out. So even if the sophons spy on everything and would be able to transmit the theoretical background of tech advances, they would not be able to manufacture updated weapons en masse, since they only have limited resources in the fleet, and those resources sever only the purpose of getting them to Earth.
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