email marketing -- 3 questions about the permissions I have on my subscribers

It depends..... on what you tell them when they sign up.

You can have one big list, but if the sites are spread across several niches the targeting would be off and your conversions would suffer.
Typically when someone subscribes to a list, they get a confirmation email. If the confirmation email goes to the spam folder they have to dig it out and click the link in it. This does two things: 1. confirms that the email address is valid. and 2. They should have removed it from their spam box. Now that they have removed it from spam the email address it came from should no longer be routed to the spam folder and therefore ending up in the inbox. If you change the email address from where it is sent it may end up back in the spam box and the user never knows it.

Depends on what you have in your privacy policy.

You can if you want to, but it may be the opposite of what you ought to do, for your own business's sake. Generally, the more you segment your lists, the better. There's no downside to segmenting lists, because you can always send an email (either a scheduled one, or a broadcast) to more than one list, but if you have them all together, you can't so easily "divide" them afterwards.

As far as I know, yes. What email address you choose to use to contact people who have opted in is your business. At the point at which they opt in, they don't know your email address, anyway.

Changing it might not be quite so clever, if people have "safe-listed" one email address, for example, to be sure that your email goes into their in-box rather than their junk-box, you probably wouldn't want to switch your email address without notifying them, anyway?

It means they're giving you their permission to send them email, within the terms of the Can-Spam act (and in effect, your autoresponder company will have incorporated those as part of their terms of service anyway).

Single opt-in and confirmed opt-in are rather different, of course. (There are countless threads here discussing the differences, which is better, and so on).

"Legal" doesn't matter so much, simply because of the terms of service of the autoresponder company you're using. There can be things which are "legal" which their rules still don't allow you to do. It's one of those things where there may be laws about it, but "practicality" is more relevant, even if it's more restrictive than the laws (which it normally is).

It's normal to assure people, before/when they opt in, that you won't ever sell, disclose, divulge etc. their email addresses to anyone else. It's harder to get people to opt in if you don't promise them that. And you have to stick to that, if that's what you've told them.

Many people may use an email address to opt in to your list which they use for no other purpose, and if they ever receive anything else there, they'll know that you've "leaked" their email address.