1: It's not necessary, but It Is pretty damn convenient. Can have It running 24/7 on all your projects, without having to be on your home PC.
2: Not sure If you mean a VPS that has the tools pre-installed, but having all your tools on a VPS Isn't a bad Idea as long as It has the power. 24/7 automation Is great. I personally have multiple licenses of almost everything I use. For example Scrapebox scraping 24/7 on server, other license for manual work on home PC. Not sure about the legality (or quality) of server providers who have all SEO tools already on them. Never tried them, have just heard some negative things In the past.
3: Yes GSA can scrape just fine for the platforms It supports. Though I use Scrapebox for that kind of work (sorting too), as well as scraping for potential high quality manual links. Scraping wise, you can do just about anything with Scrapebox. If you plan to just use GSA, their scraping should be fine for you. I do recommend getting Scrapebox down the line though, great tool.