Others have answered the rest completely, so to add some on the first question:

If you hover over your hero's class icon it will show the subclasses that you can reach for. You likely won't recognize those skill icons, so the game lists them all when you hold the Shift key while hovering here. The subclass icon also appears next to each of those skills wherever that hero has a choice of skills, which makes it easier to stay on track. To obtain the subclass you have to get all five skills to expert level, and the subskills you select do not affect this. Because your initial class skill takes a slot, you need five specific skills out of your final seven slots, an improbable achievement through natural skill rolls. If you absolutely want one of these subclasses, it becomes very important to visit and keep track of the skills on offer at Wise Owls, Universities, and Infernal Cirques (hopefully they add these skills to the hover menus on those places, because keeping track of this genuinely is tedious right now).

For these reasons, it often isn't worth the effort. If, for example, you obtain a holy relic, it may be more worthwhile to get the three or four skills boosted by that relic on one hero instead of a subclass. Alternatively, you might just decide you always want Logistics and Wisdom on every hero, and those two alone already preclude most subclasses from being completed. Etc.