1) To the best of my knowledge, no. When you set the midi channel in global this will be what the Pro3 receives and transmits on.
2) In the Global settings, on the MIDI tab, set the Midi Cloack Mode (item 2) to "In No S/S". The S/S stands for Start/Stop so this will set the Pro3 to ignore transport controls from external devices.
3) Sound like you have a midi loop - likely because you still have Local Control set to on and MIDI is being sent from your Pro3, to you Digitakt, and back to your Pro3. Go to Global setting and set Local Control to "All Off" or "Keys/Wheels Off". "All Off" will deactivate the entire front panel of your Pro3 (Filter knobs, program select, etc) so if you still want to be able to use those choose "Keys/Wheels Off". Either setting should resolve any MIDI loops/stuck notes.
Hope this helps!