Here are the answers to your questions,
1. Yes it is possible, but it will require editing the theme files. You will need to create a page template with a sidebar position in the header (above the title). Then you will be able to add the shortcode for each slider in a Text widget for each page.
2. There are currently only 2, but you can create another.
3. No it’s not a bug. It is designed to be active when viewing that particular section. This theme was designed to be a one-page theme.
4. Yes, you can select a transparent background in the theme settings, or you can also do it using CSS within the style.css file.
Let me know if this answers your questions or if you need further assistance.