While I’ve not had to do something similar myself, I believe your easiest solution in this case would be to authenticate externally though SSO or OAuth. If you do that you ensure that when travelling between apps the user will be authenticated without a login screen.
As for linking to specific parts of your other apps, the URLRedirect indeed can help and you can use the Mendix page URL to navigate to specific pages or go through a deeplink URL.
Hope this helps
If your applications should act as one, you need SSO (already mentioned) and I would recommend to have something like a global menu. Each entry of your menu could lead to another application instead of just another page.
If the applications share information, you will need APIs. If this happens a lot, you may want to have a look at Kafka (or something similar) to share events between your applications. As long as the Mendix Data hub is not in place, you need to handle this on your own.
Working on this too, take a look here:
Yes you can. See this blogpost from Matt Daniels: https://www.mattkdaniels.com/blogs/walkthrough-enabling-autologin-functionality-within-your-mendix-app
In the one app use webservice to create the token in the other app and return that token. Then use deeplink to redirect to other app (with the just created token). We use this method all the time to switch between apps. And this way you can even let third parties create their own SSO. They call the webservice for the token and create with that token the deeplink URL to do the autologin stuff.