1. It was a blue priestESS, female.
2. Yes she had fun with the grey priests (Fran being her 'favorite', he didn't like it tho. Btw the guy who suggested Myne get this room liked said priestess and blamed Fran for her leaving), in case you haven't notice from Delia's whole mistress talk yet that isn't uncommon here.
(in fact some orphans in the orphanage are children of said priests, like Delia herself)
(since conception aren't possible between people with vastly different magic power level + most of the blues are basically rejects from nobility due to low magic power, any children conceived lacks any significant amount of magic power for noble society to care)
3. IIRC, she was forced to return home (and likely getting the home imprisonment treatment) after either being found out or getting pregnant from the greys (a big nope in noble society)
As you might note, male priests doing this to grey priestesses are not treated the same.
It IS sexist, but also apply in the reverse at high end where between a male with high magic power or female with high magic power, the latter is generally more valued (the children's magic power amount is mostly influenced by the mother's)
4. Furniture and such are often left behind when you go to a 'higher' place, since the old furniture now lack the quality to be fitting for the new position.
When Myne later get into higher position, she needs a whole new set of furniture because of this.