

They can produce an unlimited number of CGI challenges and know what is correct so collecting AI training data only makes sense for classifying images from the real world. Even then, Google’s reCaptcha checks if you’re consistent with other users so you’re unlikely to pass with a random answer.
No. Port forwarding, with or without a VPN, helps connectivity – you’ll be able to accept incoming connections.
Without a VPN, peers can see your IP address with or without port forwarding.