OK, here goes:
1) Assuming you have inserted SL plugin in an audio track... from one of your other audio tracks just set the Audio To: field to the SL track, and pick the sidechain channel in SL from the dropdown below it, you'll have 3/4, 5/6, or 7/8 as options (which correspond to loop 2, 3, and 4 inside SL)... you can use the main audio input on the SL track for loop 1. You'll need to make sure the Monitor is set to In.
2) First of all, you don't need Midi Patchbay to connect your controller to SL. You can just make a MIDI track in Live and send it's output to SL via the MIDI To: dropdown boxes. Make sure the Monitor on the midi track is set to In. You can do the midi learn or bindings setup in SL exactly the same as if you were routing the midi externally. Focus isn't relevant with midi.
3) There are several ways to stop in SL. If you just want to affect SL's loops, you can use the Mute or Pause commands within SL. If you want it to stop when the Live transport is stopped you need to turn on a few settings in SL's preferences. From the SL gui, go to preferences, and enable the "Pause all loops on incoming Midi stop". There is a similar one for Midi start. To make sure Live sends SL those events, go into Live's preferences Midi Sync tab, and be sure that Sync is enabled for the SooperLooperAU midi entry. I think you've already discovered the other thread where I talk about making Live sync to SL....