That’s a cool site! I may be a buyer there in the near future. 🙂
2.) No, but you can use any messaging system you like, try BuddyPress for it or search the wordpress.org repo for any other message system you like
3.) No, but you can use GravityForms to make a “Custom” product listing where buyers fill out what they are buying for each vendor and enter the description and price.
4.) Any WooCommerce theme is good for Pro! You dont need to create vendor pages, it’s automatically done for you. So are the dashboard pages. Just install and go.
5.) Sure, just tell WooCommerce to not display “out of stock” products, and you’re done! 🙂
6.) Yup. That’s exactly what the feedback module of Pro does.