2. It's pretty improbable, I think, but no one knows enough about how it all happened to put numbers on that probability.
3. Sure, if I may take "lower" and "higher" as meaning "early-arising" and "recently-arising." There are still horseshoe crabs and blue-green algae around with us mammals, no?
4. Chimps, gorillas, and orangutans don't have tails - that's part of the definition of all of us Great Apes. Some ancestor of all four of us failed to grow a tail, and there was no disadvantage to their survival in not having one. The lack was heritable, and here we all are, tailless.