Unassigned Devices Plugin
Unassigned Devices (UD) includes a lot of functionality and has become a bit complex. Please read the first and second post. You will find answers to most of your questions.
Note: You will need to install the Unassigned Devices Plus (UD+) plugin to enable HFS+ and APFS (Apple file formats) and exFAT (flash larger than 64MB) disk mounting, and to enable 'Destructive Mode' for formatting of some UD supported disk formats.
UD and
The issue is not with spaces in the dataset, it's spaces in the pool name. UD was not dealing with spaces in the pool name and was insisting on spaces being converted to underscore when a zfs disk was being created. This is all fixed in the next release of UD.