Thanks for playing, glad you enjoy it so far. In response to your questions:
1) Yes, nobles will spread shadow to all others in their society who have a lower prestige than they do. They can't spread more shadow than they have, so if they have 26% shadow they can't infect anyone else with more than 26% shadow.
2) Worms do, in this version, have a random chance to spawn. They're there to give a threat for the nobles to care about, in case that is useful for political stuff. They may be removed or changed in future versions, although we have no plans as of yet.
3) Flesh and Fish need time to grow their forces (and the Fishmen/Deep Ones need to gather forces from the human nations). They'd need to have at least as much military strength as the nation they are attacking in order to stand a good enough chance to invade. Cities they take can be turned into 'Ruins', if they can't hold them (the worms do the same, if a human nation loses a war against the worms).
The humans are able to colonise ruins and some empty locations. For gameplay reasons, the human nations will only colonise certain regions, so the player can still build flesh colonies and so worms can spawn. The game is made so that if a single human city is placed at the start of the game they will colonise surrounding locations, then break apart due to political disagreements and form a continent-wide set of nations. Sadly they can't currently colonise across the sea, so if all humans on an island are killed there won't ever be any more.
Hope this clears things up