Hi,
Issue 1 : You need to create at least a blank menu in Appearance >> Menu and assign it to the desired location. Once that done the menu location will be selectable in GD >> Design >> Navigation >>Show geodirectory navigation in selected menu locations and GD will know where to add its menus.
Issue 2: Visiting a URL directly, doesn’t set a session, location will remain what you were on before visiting that link. I guess Everywhere in this case. Only the location switcher will actually set a new sesssion.
Issue 3 : This is not possible, but we are improving the advance search widget to allow to search in other locations, even when a location different from Everywhere is selected, without having to change back to everywhere via the location switcher.
Hope this helps.
Thx