Hi @sheila.m, that is a pair of great questions for your first post! Unfortunately what you are trying to change is not currently possible. However, people have achieved great SEO results without being able to nest categories or use category slug paths. Below are direct answers to each question you posed.
You cannot. The slug path for a collection item is collectionslug/itemslug. That is not something you can change. Only the slug names.
Again not something you can change at this time. The same rule applies as answered in #1.
I would like to see Webflow provide the option to allow us to control category paths without resorting to redirects on hosted sites. I love building content pyramids for SEO.
I hope this helps. Feel free to reach out if you need additional assistance.