How to properly make textures for models in Blender?

I recently started making textures for my blender models, but I stumbled upon many problems that I couldn’t find solutions to them online like:

  1. How do I export the model with the texture automatically, so I don’t need to export and bind the texture manually to objects?

  2. Can I make a single texture for the objects and having them separated from eachother at the same time?

  3. How can I get rid out of this problem presented on the image below:
    Screenshot_3

  4. What’s the best resolution for the texture to use in Roblox?

Any help is appreciated🙏!