1) This is a weird one I haven't seen before. My suggestion is to back up any custom presets you've made with VoiceSupport 2, then perform a factory reset (which is covered on page 177 of the manual). If that doesn't work, you'll probably have to get in contact with our support team to troubleshoot this further, or alternatively if the unit is new-enough maybe exchange it with whichever retailler you bought it from.
2) You're correct that the "Compression" label on the footswitch is referring to the guitar layer. Vocal compression is global, controlled in the "Setup" menu on the "Tone" tab, and you cannot set it up per-preset. You can however slightly adjust the vocal level of each preset, in the "Vocal" menu on the "Preset" tab you can adjust the "Vocal Level Trim" parameter to give each preset +-6dB on you vocals.
3) Nope, unfortunately only one vocal reverb can be active at a time, so once you've switched Steps the new reverb is the active one and the old tails are either extended or cut depending on the new reverb's settings.