It sounds like you're building a large army and using it to gain map control, but then are falling prey to things like drops and backdooring.
If you have map control your first thought should never be: Crush my opponent, as you're essentially sacrificing an advantage (map control) for an unsure victory (because he doesn't control the map doesn't mean he can't take you). Instead your thought should be: take the map. I think you'll find this change in philosophy will lead to situations where you have a much more powerful economy than him and you're able to kill him with attrition.
Now if you're falling prey to things like BD here is a quick check list for you:
- Are you scouting? an Observer should be the first thing you build out of Robo. If you don't go Robo, a Hallucination works just as well. Sometimes scouting means sacrificing some Zealots in a pointless charge to just get inside his base.
- If you're scouting, are you seeing it coming? Overlords on the edge of your base, Starport with Reactor + 3 Rax, all of these are indicative of certain strategies you should watch out for.
- If you see it coming, how are you responding? If you have map control that means you should be able to respond quickly. Shutting down these back door attempts is often a bigger victory than a straight up conflict
- Finally, Do you have map control? If you don't have map control that means he does, and if he's beating you with map control then your problem is not "how do I deal with a base trade?" but rather, how do I regain the advantage.
*Assuming that you're playing as a protoss.
The expansion is dependent on the map and the opponent you face.
Against zerg on a large map like Shakrus Plateau, the 1 pylon, nexus expand is viable (unless they go 6 pool), because it's almost guaranteed that the zerg will expand as well. It's also because it's a long travel time for them, and a small ramp, they will usually also have a cannon or two to help protect against high aggression for this build because as you put it, they will have a smaller army.
To answer your questions:
1. See above. It is really map dependant, you wouldn't do a 'no-army' expand on a map like Xel'Naga Caverns against terran.
2a) In a PvP it's generally a bad idea to go this build, a 4 gate will crush you like no tomorrow. I normally see this type of build almost exclusively in PvZ. Because of proper scouting they will either respond with their own expansion and you're in for a long term game, or they will apply quick pressure.
2b) Not really sure what the question is, are you asking how to prevent other races from scouting your base as protoss against this build? If so, you really can't, the amount of time required to get a wall to stop a scout is too long. On one base play, normally you chronoboost a stalker to stop the scouting probe/scv/drone, but if you are going for this fast expand, you can't do it. They will see that you are going this build.
3) I don't understand this question.
Best Answer
Simple answer: more health for the opponent to work through when it gets attacked.
Longer answer: see above. :) That's really the only reason the expansion gets upgraded first. But it also is a little map dependent too. If they can only reach your base early in the game via the front (i.e. Xel'naga Caverns) you'd want it to have more health so that you can hold onto it a little easier (i.e. buy you more time for your army to get there to defend it). But if they can walk into your main from another route, then there really is no advantage and just a matter of where your army is.