2. I don't think plasma == fusion. You can get plasma just by heating a gas beyond a certain point. Plasma cutters, for instance, operate on super heated air, no fusion anywhere nearby.
3. I think the wall of the reaction chamber heats up because they're being bombarded by radiation.
Most of the radiation incident on the reaction chamber walls is infrared, radiated from the hot plasma, but there are also more exotic things like stray neutrons also crash into the sides of the thing. These cause the metal to deteriorate over time (and become somewhat hazardous), but they also they impart additional heat energy.
So you have to have two cooling systems, one to keep the magnets actually cold so they they remain superconducting, and another to keep the housing below the point where it melts. It's this second one that let's you pull heat away from the hot metal donut that is a tokomak and use it to make electricity.
Between the magnet coolant and the chamber coolant and the reacting plasma you have some of the steepest thermal gradients anywhere in the known universe.