1. It's Nyx, protagonist of Kingsglaive.
2. It's a "What If" like the ending to Titanic. Just a bittersweet scene to show you what could've been.
3. They are indeed dead. They're last shown going up against a large amount of daemons and next we see them they join Noctis in the afterlife along with Regis and Luna to destroy Ardyn for good. Not sure why people think it's "up to interpretation." It's not, they're dead.
4. That was the last camping trip before heading to the final battle.
Phew, glad I'm not the only one. Guessing it's pre-rendered and they compressed it.
They don't join Noctis in the afterlife. It's a typical "Here are my Nakama and cause of them I win" scene. Nothing else. You only see them from Ardyn perspective and you even see Regis normal form which he shouldn't have at all. The last scene before Insomenia wouldn't even make much sense in that context imo. Why even bother showing Noctis crying and saying he doesn't want to die? Isn't that powerful if we think that his bros joined him after all.