https://www.helen.fi/en/news/2022/helen-to-break-away-from-r... with similar moves by the other gas buyers in Finland.
Only pipeline connection from Russia to the Baltics is this pipeline (Balticconnector) as it connects to the Finnish gas grid that has its own pipeline to Russia and through the national grids and the pipeline between Lithuania and Poland that I guess allows access to the Russian pipeline in Poland.
So no clue where Estonia would get that Russian gas from.
>Only pipeline connection from Russia to the Baltics is this pipeline
No. Latvia has a direct connection to Russia at Korneti which is where the majority of natural gas consumed in the Baltic states is imported at. So even if Finland buys any gas from the terminal in Lithuania that only means that more Russian gas is consumed in the rest of the Baltics (so effectively pretty to close to being the same as just buying it directly from Russia)
Not really. Finland used to get gas from Russia but now it is mostly from a pipeline through Estonia to Latvia where it arrives in ships from wherever happens to be the cheapest (we are in process of building the first LNG terminal in Finland). Could be Norway but can also be USA, middle east, etc
Finland just doesn't use much gas for electricity. What we use mostly goes into industrial processes. We do have a couple gas peaker plants but those are only used in the winter if needed. Actual load balancing happens through hydro (and imports from Norway/Sweden but that is also mostly hydro)