fillasophy

That is correct - using M.2_1 is better but it's not really a huge difference. M.2_2 has to go over the chipset so adds a small amount of latency. I've personally noticed issues with certain drives over the X570 chipset, specifically SM2262/EN-based drives like the SX8200 Pro. Unfortunately AMD and SMI (controller manufacturer) never got back to me on that issue. That problem also is largely unnoticeable in usage, both of these things you will only see on synthetic benchmarks.

It's a heatspreader. It doesn't do much so, yes, mostly about aesthetics. You can run without it and decide to install it later if you want.