a) I think I figured this out! At first I thought it wasn’t possible, but then I tried changing the shape styles to Default and then back to that custom style. It seems setting it to Default wipes away that asterisk.
b) I think if you’ve made any manual edits to the styling of a shape, that asterisk appears and the link between style and shape seems to be broken. Does the set to Default trick above fix this issue for you?
c) I can’t duplicate this but I think you’re seeing a lot of the weirdness of Axure Styles. It is not CSS and does not behave like it at all. I use styles very rarely because of these and other issues, maybe as some preset style but honestly it’s more consistent and understandable to save it as a master.
See my reply to your other post for recommendations on how to make reusable elements without relying heavily on styles, which as you are finding out, behave somewhat non-intuitively and certainly not at all like CSS.