1 & 3 are solved by the same fix, unfortunately there’s an error with the lecture warning about physics in UE 5. You’ll want to go into the blueprint for the ball and check “Generate Wake Events” in the details panel, best way to find is to use the search bar like so.
You don’t need to set the maze to simulate physics which is where I’m assuming you’re getting that warning (I’m not seeing it in the copy of your project you sent me) and you’d get that warning in UE 4 as well.
As for the confusion, using UE 5 instead of UE 4 will bring about some confusion. Marble Run (this section) is likely the most confusing due to the physics changes. But the next two sections match more closely in behaviour between UE 4 and UE 5.
One last thing I’ll point out. After play-testing your maze for a bit I’ve noticed that the ball will go through the floor if you move the maze quickly, this happens with collisions if the mesh of one object is too thin. And looking at the floor of your maze it would appear that is the case. If you want to fix this then your two options are to remake your maze with a thicker floor in Brush Editing mode or try editing the mesh in Modeling mode, I recommend Editing mode as that should already be familiar that how that tool works and the output of BSP meshes does not place nice for editing in modeling mode.