Re 1, you’d have to consult the Netstation documentation, but my guess is that conversion to EDF should work fine. Note that we have mne.io.read_raw_egi — MNE 0.24.1 documentation to read NetStation .egi files.
Re 2, it depends on how Netstation stores events. The read_raw_egi() function creates a synthetic stim channel from events contained in the .egi file. EDF supports both analog stim channels as well as dedicated annotation channels. When you read an EDF file with MNE-Python, you either already have your annotations in raw.annotations or in an analog stim channel (which you can parse with mne.find_events().
Re 3, yes, it does not matter what the original data file format was as long as you can import it – you will always end up with a Raw object, which you can use to create Epochs.