I've never had an egg bound hen in my 20 years of chicken keeping, so I wouldn't worry about that. They occasionally just contract their vents, I've seen it enough not to think it's anything.
I would put fake ceramic eggs in the nests, I have never used curtains, they prefer there to be eggs in a nest when choosing where to lay. I think everyone on this site eats their first eggs unless it's a mess when you crack it open, but most first eggs are small and perfect.
No, it's just something I do. You don't actually have to do it. It just seems to make them happy. They will often stop squatting after they begin laying. You can ignore them too. Hopefully you get your first egg soon.
Your hen is asking to be mated, she will probably start laying within the next few weeks. They also get very vocal before. When she squats and you pet her, you are basically mating her, next time wiggle your hand around, yes I have done it. You obviously don't have a rooster. Some sex link hens...