Patience with the Beginner – GD Sidebar Widgets / Footer / Menu

Change profile image on your profile page, see image.

If you want to add other social links there, then add the custom fields first.
https://wpgeodirectory.com/docs-v2/places/custom/

You will need to edit this page to add the custom fields to the header of the detail page:
/wp-content/themes/supreme-directory/template-parts/header/header-single-top.php

Thanks

1. Custom Fields have been set in Place
a. I have added Custom Fields to each Place (Instagram, WhatsApp, LinkedIn etc), but when creating a new Place it does not give me the option to add the URLs / links to the new Place

I had no trouble adding them from the frontend, the result is here:
…./places/guust-test/

b. How to add (change) to the Icons and links shown here and colours if available

You will need to edit this page to add the custom fields to the header of the detail page:
/wp-content/themes/supreme-directory/template-parts/header/header-single-top.php

That is not a link but a file location in your file system.
See image 1.

c. Do I require another Plug In to have more share options (Instagram, LinkedIn etc)

You can add the

d. Is it possible to change the button colours from red to whatever I choose?

Yes, add this CSS [adjust as required]:

.sd-cta-favsandshare a, .sd-cta-favsandshare a:visited {color: red;}

For more CSS, see https://wpgeodirectory.com/docs/customizing-your-style/

2. The menu is transparent as requested. But the User cannot access the filters on the Search Results page

Edited CSS at Appearance > Customize > Additional CSS
For more CSS, see https://wpgeodirectory.com/docs/customizing-your-style/

The Location page uses GD Listings.

When you create a shortcode for the Location page, you can set the sort for any sort you have created on the sorting tab for the CPT.

Search results are always sorted by relevance; sorting options apply on the Archive page or in GD Listings if selected for the configuration.