1) The kindle doesn't hyphenate Mobi or AZW3 books on its own. Hyphenate this plugin can let you work around this limitation for azw3 (I don't know if it will work with mobi, haven't used mobi in a decade.)
2 and 3) You need to use Calibre to send your books to your kindle (over USB). With the Kindle pllugged in, you can click the drop down arrow next to "Device" Icon, and select "Configure this device". From there, be sure to check on "Send Page Number Information when Sending Book."
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