Regarding your Question 1 & Question 2: The loader specs do not change if it is placed on a different tractor. My loader fits 2 or 3 different models of NH tractors, but the specs for the loader remain the same, just because one tractor might weigh more or have more HP does not increase the lift capacity. In fact the concept that some people have that heavier tractors = greater lift capacity has been disproved too many times, and I've provided evidence of it here on TBN several times.
Regarding your Question 3: The lift capacities given are maximum capacities. By default that would mean the most the tractor can lift under ideal conditions with proper ballast. So if you do not have the recommended ballast then you will not be able to achieve the maximum capacity, but this would be true with every brand. The manual for my NH loader states states the lift capacity and also states the required amount of ballast and how to distribute the ballast. (fluid, wheel weights, ballast box)
Regarding your Question 4: Lift capacity rating typically does NOT include the weight of the bucket. The reason for that is very simple, many manufacturers offer multiple bucket sizes and styles as well as pallet forks, bale spears and grapples. My understanding is the capacity at the pivot point is just what it says it is, and nothing more.