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1) yes, I'm not sure if it's always been the case, but ever since I have used my H2O the ToC has lacked page numbers. I know they disappeared from my old Nook awhile before I retired it in favor of the H2O.
2) Instead of downloading the Kobo purchases to your device, try downloading them from the kobo website and using Calibre to load them on. The downside is that they will be treated as sideloaded books and unless you convert them are going to be .epub instead of .kepub which really only matters if you like using the reading stats.
Just remove all downloaded ebooks from your Kobo, and then sideload.
I'd wager the reason a website downloaded ebook loaded into Calibre isn't triggering as 'on device' in Calibre when compared to a device downloaded one is because the files don't match.
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