BG3 plot seems to be riddled with Chekhov's guns waiting to be fired, so I would expect to see most of mentioned places and people at some point in the game (Cazador, Avernus, Zariel, Vlaakith, etc...).
Yes, that would be great! I think since we are already quite powerful in Act 1, this could be possible.
You can fight Zariel in the Descent into Avernus campaign, and that is a level 1 to 13 campaign.
I think / I hope the story is going to be very epic. I like it.