Ok, so apparently the pairing issue (ad 2.) is somehow resolved. After some initial problems it now seems to work fine with no difficulties switching between devices. Hopefully it will continue that way.
About the volume control issue (ad. 3) – I’ve noticed that when I’m on my computer (Macbook) the system volume control doesn’t affect the volume level on the XQ-50 Pro (as I’ve described earlier), but when I change the volume inside the specific app (volume sliders inside youtube or spotify) it actually changes the volume level on the XQ-50. Still, volume control on iDevices unfortunately doesn’t work.