1. No, you are not required to prove to your agency nor AJX that you have paid tax. As I understand it, CREW deducts some sort of tax for for the American pilots (glad to be corrected on this) but, basically, you are paid gross and it's up to you to pay tax in your own country.
2. I don't have the drop out rates but they are very low (this isn't Korean with 'instructors' that hate foreign pilots). Put in the work and you'll be fine. I can't recall the last time an FO failed and it has been only a few captains that haven't been able to master the trivia they want. There's less pressure on FOs since they obviously don't know anything and can't be expected to get things right (they think all FOs are cadets from ANA) whereas the captains are expected to know everything. After all, don't ALL captains know everything......apparently they think they do