Multisite, MU Plugins, Redirect

It’s nearly 1 weeks and my blogs cannot run properly because I’m not finished build the structures. I’m using WP 3.4 with: subdomain, multisite, and MU Plugin, in Free Web Hosting.

My goals is something like this:
1. domain.com (WP)
2. sub.domain.com (WP)
3. another subdomain (but from blogg*r.com) redirect to myblog.domain.com
4. Turn ON: Multisite & MU Domain plugin (Multisite only for WP’s domain)

And I have a question about:
1. My registrar said I cannot redirect something like point.3 – Setting must be done at DNS menu in (free)webhosting control panel, or ask my webhosting provider to redirect my subdomain to different hosting.
Is it true? I not understand somehow after I’ve install MU Domain plugin, its worked without changing anything at webhosting (but Im sets DNS at my domain registrar). Point-3 done, but what I’m missing? Please tell me if something wrong.

2. After multisite active, if I try to opening subdomain dashboard, why it’s asking me to login again? And, if I login in that way, my subdomain’s dashboard dont have menu multisite to back to my network admin again? Even plugin/themes not working if I activated from network admin. (multisite setting only at main domain ‘public_html\wp-config.php)

3. Right now, if I open my site (domain.com), its always displaying http://www.domain.com for 1-2 secs, and after that it back to domain.com.
How to fix that?

4. Last things……
-I have “domain.com/sub1” –> become “sub1.domain.com“, and then 2GB capacities is splitted (ex:1.1gb-900mb).
-In the same ID, I can choose Manage New another Domain. I enter “sub2.domain.com“. (And I have full 2GB capacity again)
Both URL alive right away, and both are need WordPress installation too. I think no different. In fact ‘Search Function’ cannot accross wih subdomain without Plugin right?
So why people must always put ‘subdomain’s folder’ in the maindomain’s root?

Please help me answering these 4 Q… Im new on WordPress and will always be 🙁