Do this ^^. Bear in mind this will be its own zigbee network so devices will form their separate mesh. As time goes by, you might find out that your existing ZHA devices have more supported features in Z2M, so running both integrations is the best of both worlds if you ever want to migrate slowly.
No, to run thread you will need a third coordinator. On paper, multi-protocol is supported, but in reality it’s an experimental feature that is prone to loads of issues. TLDR: if you want thread, get a dedicated device.
Yep, like I said in my first paragraph, this lets you pick & choose which integration provides more value to you. It’s simply a matter of removing a device in ZHA and adding it to Z2M (or vice-versa) as you putz around.
If I can offer 1 tip - get a network coordinator instead of the ZBT-1. It doesn’t have to be POE - anything will do as long as it doesn’t rely on USB for communication (USB power is fine). You’ll be able to place it in a more central area of the house and avoid USB interference issues.