Dwarfs are definitely affected by temperature. But the dangerous temperatures only occur on the surface (and in magma). The underground has a constant, comfortably survivable temperature the world over.
1. a key temperature is the point where organic tissues start to take damage. That's the number given on the wiki, but dwarfs can survive temperatures significantly lower than that - for a while. Alcohol freezing is a very good sign that the surface isn't safe and the dwarfs should get inside.
2. presumably, no, possibly yes
There hasn't been any serious exploration that i'm aware of. Dwarven native body temperature battles the cold and allows them a window of survivability into technically too low temperatures, and clothing _may_ provide a buffer. Hard to say and i wouldn't rely on it. In deadly cold biomes, footwear will quickly disintegrate due to being in contact with the murderously cold floor, and once the shoes are gone, the dwarf's naked feet will freeze off in short order.
3. Don't know for sure. Seeing as how "aboveground" but inside meeting zones in an excessively hot area weren't used in the hot seasons, i suspect biome temperature applies to everything aboveground and only the underground is safe.
Aboveground shelters aren't particularly practical, anyway - you'd need to bring along stone on embark. If logs survive the cold until you've built walls from them, the cold isn't life-threatening, and if you acquire stone by digging, you can just establish your shelter downstairs.