To 1: Not sure where ALL parts are, but you can also get some pieces already in Broken Valley/Trümmertal (one as a reward for helping Lovis, so if you want this set complete, you must help him and ignore the ghosts in Maxos temple).
To 2: Accept the capitulation of the two black ring knights on the upper level and spare their lives. Then read their minds and everything should be clear.
The key is on the beach just below the bunker
To 3: No idea
