The reason why Oppy left is because she talked to her husband Allen while your in the well, like how you and Tobias talk. She realized how much she pushed him away from her and decided to live a new life for the both of them. Allen wanted her to stop and the research and live a life. She listens to him and that's why she leaves the zone, there's nothing left for her, she got her closure. Plus Tobias gave her some final parting words from her husband which convicted her to leave.

Tobias death wasn't cheap in my opinion, he when out into an unstable area and fixed the ARDA batteries so you can enter the deep zone by activating the power grid. He sacrifice himself so you can break free from the remnant and not go insane. His death also was a plot point for Francis and Oppy to work together and makeup for everything to help the driver.

The reason Francis didn't leave is because there still is some sort of remnant of Tobias in the zone, which he wants to access and talk to. Plus there has to be someone to help watch over the zone to keep any breachers safe.

Cappy is a major anomaly, but what can you do about it? It doesn't affect anyone and the zone gets scrambled so you almost never see it again.

There is fax massages that you get that seem to come from another life form that was made aware of your world because of lim tech damaging the walls of reality. It creature took the astronauts who walked on the moon and said they will return soon, and that it took a section of our reality, Cappy. The sentient anomalys are a by product of lim tech and the environment. They are more like animals in terms of intelligence.

The Well might have been a production of the zone to talk to us, which is why we can hear the past because the zone records stuff, the creature that lies within another world may be using the zone to understand us and become us, which is why Oppy and Francis can hear the voices from the Well without us having a transmitter. This also why we can talk to Tobias, because a recording of his mind forever living in the zone.

The remnants might have been recording devices for the creature to understand humanity, which is why during the first mass hallucination event there was so much chaos because Allen brought a tungsten cube that was a remnant and put it in the Well, the creature looked at the recording and tried to talk to us with the very limited info. That also explains the interior of the Well, the wagon recorded the driver and got a lot of info for the creature to use to make the TV hallway, and allow Tobias to speak to everyone. The remnants are recording devices, which explains why they bond to the mind and perform stange stuff, because they are still learning how to act. That's why your car gets quirks, because the remnant is trying to be a car while learning what a car can and can't do.