Some questions are difficult to answer, it depends on the exact circumstances, I can answer some:
Yes, parity checks should always be non correct unless sync errors are expected, like after an unclean shutdown for example.
No usually, but always download diags before rebooting if there were issues/errors.
If you have doubts download the diags and ask for help in the forum before doing anything else.
Unraid is never a backup, it does give you some redundancy but many other things can happen, user error, ransomware, fs corruption, etc, you need to have backups of anything important or irreplaceable.