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Q1 Enter your marital status as at the application date. You can make your wedding plans clear in the ‘additional information’ section at the end of the application, and in your covering letter What details should a good cover letter contain to back up a UK Visit Visa application?
Q2 The application contains a section where the applicant explains who is paying or contributing to the costs of the trip. You can include in your cover letter any information about your role as financial sponsor that’s not already clear in the application.
Q3 Your future wife should provide her bank statements. Should I submit bank statements when applying for a UK Visa? What do they say about me? Make sure you quote your GWF application reference in her application and the cover letter. You don’t need to duplicate documents when applying together Applying for UK visit visit myself and my daughter. Do I need to supply duplicate supporting documents?
Since the U.K. is your first entry point, they’ll prefer to see evidence that you have the right documents to enter your next destination. Ideally therefore, if you don’t already have valid Schengen visas, you should apply for those first and then the U.K. visas Visa application for a multidestination trip