Yes you need that ^^
Just add sockets to a default road part and use that road part as an intersection, like I said there on top with the first screenshot:
Snappy Roads Blueprint Tool: Announce and Support Thread - #342 by Killerzwerg
About that I can´t say anything, because I don´t use textures for my roads ^^
Yes, select the spline you want to convert and then in the menu top left:
In the list that opens, select “Merge" so as not to lose quality.
You can also select different splines, which will be all merged into one static mesh ^^