Q1 have a close look at the nut. You'll see it has two metal teeth, for a lack of a better word, at the end of the nut to lock it in place. No locking agent needed though I don't see a problem applying some Lock Tight blue if it makes you feel more comfortable.
Q2 I quickly wipe the grease off so it doesn't attract dirt etc and to be sure it doesn’t effect the torque reading. I'm sure the effect would be minimal but it only takes a second and I'm anal about that kind of stuff.
Q3 Torque the Bolt end. Next time you pull the swing arm off the bike reverse it so you can torque the nut instead.
Have a greet day,
David