yes, platform 4 is a total rework of blender = not compatible.

so, to clarify more, how to setup shading (texturing) for imported model?

doesn't get fixed, still base colors without textures and even total emptyness in Shading, even all modules are unavailable, you can manually setup your shaders(texturing) if creating something from the beginning. But this file format acts differently.

Easy, the model can't find original link-point, so the gun uses rootpoint from your character... and obviously that's near the feet. You can try to relink it to hand bone. I'm also has not enough experience, but that's it.
As for texturing - strange UV map got inverted on some part? But why..

You can just delete old sceleton after merging, and check the linkage structure after.

Technically it means mesh deforming inside of keyframes. Useful for small surface movements, and you don't need anything special. Just have initial state and edit the model properly (by vertices) each keyframe. I hope I understood you well.