1. No, not really, there's no difference, you could as well swap them. This probably comes from German being so anal about repeating words. I'd say dahin is a bit more common, and when you look at the
n-gram it seems that it must be in the process of being replaced but something else... but what?
2. Dorthin is stand-alone only, that's right. You cannot say 'nach dorthin' or in Karl May lingo 'gen dorthin'. Dorher can be alone (Er kam dorher), or with a von (er kam von dorther) or with a von but without the her (er kam von dort)
3. There's only a slight difference, if at all. Schleppen sounds like it's more weight than schleifen. Also, schleppen may be used where things are actually carried, just like the Yiddish-English shlep. Schleifen is strictly dragging something along behind you, but schleppen usually also means just that.