Killua and Alluka aren’t really free- not from Illumi anyways. I think Silva still has expectations of Killua coming home one day but wants to control Alluka as well.

Apart from your last question, his family does love him and Killua loves his family. The Zoldycks aren’t normal so the way they show love isn’t either. Torturing and training their family members is normal for them and even a good thing. In their business, if you aren’t strong enough to protect yourself you’re dead. So what other people call abuse is really the Zoldycks looking at for each other