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I hope I can answer all your questions!
1. The order is determined by the current z-order of the deskopt windows. DisplayFusion walks up the order and adds them this way. In theory it should be correct but sometimes applications can do weird things.
2. You could try the "Monitor Fading" feature and play around with some options there. It may not be quite what you're looking for but it can blank out parts of the desktop not used by the current app window.
3. In general DisplayFusion can't mess with game window the same as application windows. Games create render targets that they're aware of. If DisplayFusion changes that it can cause all kinds of issues unfortunately.