- I think after spawning 3rd Thunderling and trying to add them to rally group 1 along with the Behemoth, their rally (both - for Behemoth and Thunderlings) buttons on the left side of the screen disappeared,

This is intended, once there is nothing to control in the default group (Thunderling/Titan) , the group disappear. (As there is nothing to do with it). It reappears if you remove those units from specific groups

The message is telling you that faction need to be used in order. You have Green Blue, NO red, and then yellow being used.

For various reasons this is not supported and prevent export. Remove the yellow core and use red instead (you can still force yellow color in the map settings).

I could not replicate the workers spawning in editor