It would be helpful if you could take a screenshot of your desktop to better understand the first issue. As far as I can tell, at least with the default layout (there are three that have the launchpad at the bottom left), there's a Back button for that purpose:
Regarding the third issue, I'm seeing a progress indicator normally on both Nautilus and Nemo while transferring 10 files of 1Gb each:
I tried this on ZorinOS 16.3 Core, which version of ZorinOS are you using?