2) If you're not actually *in* combat yet, you can just use the pyramids to jump to where your coop partner is.
Aside from 3, and following the story generally (you can open the dialogue window, which is a tab in the journal, L key, to follow a conversation though) my co-op experience has been great too. Sometimes it's nice that your co-op partner will do something you wouldn't have done yourself, but still ends up being a very good decision to make, I like that.