2. Filesystem feature, supported by NTFS for quite a while in differen styles. It has a security policy because a lot of userland software doesn't know about them. I use them all the time and they work, even if you move things like /Users/.

3. Userland issue. You can compile bash and an ssh server for Windows if you want. PowerShell is quite different, yes.

4. exists, both in GUI and commandline.