Hi Nikhil,
1. No this is not supported.
2. Recommended to install CCS on the EM for more control. Please note that with remote MDB, CCS has to be installed on the default instance and not a named instance.
3. Yes you can. If the server, is going to busy, then you can install CCS on the DM as well.
Bandwidth throttling and CCS event console messages can be handled using the above.
I am not sure regarding SOI traps and probably opening an issue with the SOI team or posting a thread on the SOI community should get you the answers.
Regards,
Lenny