Hi,
1. To have the filters dependants, you can turn on the dynamic filter setting in the filters.
As I explained in my previous message, when you do that the filters will display the possible values based on the products listed.
So if you apply a filter, their will be less products in the listing, and thus the other filter will only use the values of the remaining products.
2. That's because in the "menu" setting of your filter module, you've entered the id of the menu item with the alias "hikashop-menu-for-products-listing" and turn on the "force redirect" setting of the module, and that you didn't associate your filter module with that menu item in the "menu assignment" setting of the module. So when you use the filters of that module, it redirects to that menu item, and since you configured it not to display on that menu item, it doesn't.
3. To remove options from results, you should move them in an unpublished category so that they aren't taken into account.