Hi,
Thank you for the details!
1. It is intended, when the category is not checked, the child tersm are hidden, when this option is enabled. If you want to display the options when they are unchecked, then turn off that option and it will be resolved.
2. I have added a custom CSS to fix the alignment of level 4 and level 5 nested categories, it should be okay now.
3. I tried to look for a second one, but I don’t know which one is missing. I also checked the products back-end but there is only a single match for “monte”: https://i.imgur.com/amGNxEZ.png
4. You can refer to these tips for performance optimizations. After that, it depends on the server performance. Usually using filters will cause performance drops, as it need to create complex queries.