Hi,
First, please try to provide more information with your questions. Your HikaShop version and a link to the page with the issue help a lot as we can analyze the situation. Here we're in the dark, trying to understand what you're talking about.
1. If you don't see custom address fields on the registration form, make sure that the display settings of the custom field are properly configured and that the "ask address on registration" setting of the HikaShop configuration is activated.
2. All of them. It just depends on how you configure them.
3. With HikaShop 3.x, most things you can do with registered customers can also be done with guest customers.
The main limitation is that you can't use the "user group after purchase" system which allows you to add the customer's user account to a user group after purchasing a specific product. And that's normal since in guest checkout, there is no user account created.