I'll attempt to answer.
1. Using a marker on the bevel will show you if you are consistently removing material, which is what you want to do. You want to make sure you file on one plane only, keeping the angle of the cut the same throughout the stroke. That can take some practice, and a lot of folks are better off using a jig of some sort. It is possible to get a finished, razor-sharp edge using only a file, so there may not need to be another step. You should file with as little pressure as necessary to remove material. A sharp file is a fast cutting tool, and it doesn't take much pressure at all to get it to do it's job.
If you want to polish the edge, which is what a strop, steel, cardboard, etc. is for, it is still best to get a shaving sharp edge prior to moving to a finer cutting tool.
2. A burr is an indication that you have removed a sufficient amount of material along the bevel. You are essentially cutting down the bevel to where it intersects with the opposite side bevel. The steel will "flow" over the edge of as you file and will show up as a tiny little curl of metal on the backside of the bevel. You can easily feel it with your fingernail. If you have filed correctly, the curl will be consistent the entire length of the edge. Flipping the head over and very lightly filing will remove that curl and give you the edge you are looking for. Again, it is important to maintain the correct angle of the bevel and use very light pressure.
3. Many folks do file a 3 blade head with a flat file. I don't know if there really is a best angle. What matters the most is that the edge is sharp.
4. These items you listed are tools used to polish the bevel. The idea is to start with the roughest cutting tool and progress to the finest, and producing that burr with each step. A steel rod, or a leather strop will be the final step.
5. Jewelers rouge is a very fine abrasive and is also used to polish the bevel. It is used by putting a dab on a piece of cardboard or a paper wheel.
6. The method is the same for a concave head. Strive for a consistent bevel, produce a burr, remove it from the opposite side, progress through finer cutting tools, and end with polishing.
For what it's worth, for years I used nothing more than a sharp file and a leather strop to finish my heads. I just progressively lighten the pressure with the file until the edge is where I want it. Now, though, I use a paper wheel system on my bench top grinder. It is a whole lot quicker than any other method I've tried. The only draw back to the paper wheel is that you can't sharpen a 3 blade head with it.