1. Correct, obviously make sure you are tracking the 'tail' of the needle if you are flying a QDR, 'head' if you are tracking a QDM.
2. Correct, however why would you use VOR mode on an NDB approach, its not necessary - use MAP mode.
3. If you use MAP mode for an ILS then you would only get LOC/GS indications on the ADI as you say. Why worry about MAP mode? Use APP mode on the Autopilot and let the aircraft deal with track and height adjustments. It is SOP on our company for Pilot Flying to show raw data for an ILS approach ie. APP mode on the ND and the PNF to monitor the MAP.