Welcome! I’ve moved this to projects so you can get individualized responses to your questions.
As far as the three-way and four-way set ups, yes, you will have to use the companion switches which are designed for use with the Homeseer masters that you have selected. (This is generally true of all brands of smart switches with the exception of the newest Zooz switches and some models of Lutron Caseta switches, both of which can sometimes be made to work with existing toggles depending on the exact wiring.)
With regard to the Advanced functionality, I know how you would do it with the original SmartThings hub, I just don’t know if that same process works with the SmartThings connect Wi-Fi system. With the old system you would find someone who had written custom code, copy their code and paste it into your account. Here’s the FAQ for that process:
And you would typically find custom code by looking on the quick browse lists in the community – created wiki. In this case you would search in the device type handlers section and look for the lighting list.
I’ve moved this to projects so you can get individualized responses to your questions.