This is because the Font was not installed. In each template Zip folder, there will be a font folder. So you need to open the font link to your browser and download and install it. Then Re-launce DaVinci app and open the template, it should work file.
No, you can't import any DaVinci Resolve template to your existing projects. As of DaVinci Resolve 18, they don't support project importing onto another project. It will show a missing file error.
Yes, you can import macro to any project file, Just install the macro file, and then just open any project, and drop and drop the macro files to the timeline. It will work. But make sure you install the fons properly.
Yes, 90% of the Macro lower thirds and titles will have in-and-out animation, and you can easily extend the duration just by dragging the end point of the Macro file in the timeline.