Most likely you have a male. Listen to some male and female duck sounds online. The males peep longer and have a raspy sound. The females make loud quacks.
Ducky looks like a pekin.
1. All the ducks I've had have been scared of everything. He'll calm down some being a spoiled house duck but it's normal.
2. Yes. He wants a good vantage point to see things.
3. It's normal for him to pick at pine shavings but if he's really eating a lot of them...