For item 1, the selection of delegates varies by state (you're going to hear this a lot). But the bottom line is that the pledged delegates are going to be party activists who support the candidate for whom they are pledged.
For items 2 and 3 there are only two relevant delegate selection rules:
No delegate at any level of the delegate selection process shall be mandated by law or Party rule to vote contrary to that person’s presidential choice as expressed at the time the delegate is elected.
Delegates elected to the national convention pledged to a presidential candidate shall in all good conscience reflect the sentiments of those who elected them.
In the modern primary era (post-1968) there has only been convention where the leading candidate (Walter Mondale, Dem. 1984) entered the convention without a majority of delegates, and in that instance, because the second-place candidate Gary Hart wanted the VP slot, the super delegates coalesced behind Mondale and he was elected on the first ballot. Bottom line has been that it doesn't matter how the PDs pledged to losing candidates voted on the nominee. Depending on the state, PDs may be bound to vote for their candidate on the first or even second ballot, but then are released to vote for whomever they like. Or they may be released to vote for whomever they like on the first ballot. But as noted above, it hasn't mattered in the primary era (this is one advantage of staggered primaries: it allows the voters to coalesce behind a front runner to bring him or her from plurality to majority status. The opposite is possible, but psychologically, people like to support a winner which might be why there hasn't been a brokered convention in the primary era).
It's worth noting that selecting the presidential nominee is not the only business of the convention. The other business the delegates are up to is putting together the party platform. So a losing candidate with a strong showing can still have a significant influence in dictating what the party says it stands for.
Delegates themselves are generally selected independently of the campaign. In fact Republican party rules allow the campaign to select less than a quarter of their delegates (I don't know what the rules are for the Democrats). As a general rule, delegates are selected by the state parties, sometimes in advance (some state primary ballots may actually list the names of the delegates under the candidate's name), sometimes at the state convention (which is most typical in caucus states).