1) Your faction is not sovereign and recognized state so in 0.9 at-least its not real faction per se, and not on tab. Hence why you are bullied by other factions with expeditions and under regime of Hegemony AI inspections.
2) You can accept commission from one of mayor factions; then from my play-through Hegemony from which i got commission never attacked my planets but not really send any help neither so...
3) You can if you destabilize planet and make hjer uncivilized then you can colonize her but no planet and port catching in vanilla at least, but there is mod for that.
4) Not much at this moment, your colonies are good refueling and repair stations extending your exploration range and you can also produce weapons and ships there once you get blueprints and of course build heavy industries.
In my opinion colonies should be constructed only when you are part of faction, get commission and granted charter for founding one. Then of course if your colony is really successful you could have an option to declare independence and fight against your faction but it should not be easy or quick since Starsector is not really 4X game and there should be option for one ship play as smuggler/courier or what not.