1. At which point in the instructions doesn't the system behave as it should?
Does the red led on the sensor light up when it is close to the bed?
If so, what Z probe readings are displayed in the web interface, when the led is on and when it is off?
2. Is the sound a gently hum or hiss, or is it a loud vibration?
Have you checked the gcode console page of the web interface for error messages?
Have you identified which pairs of wires from the motor belong to the same phase?
3. This is normal, the endstop switches are used for homing only. After homing, the axis limits set by M208 are enforced.