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Finally have time. 

So, I think the game explains very well this whole multi universe travel subject. It doesn't throw you an extremely long cutscene explaining every detail of what's happening, the game gives some the basic stuffs you need to know and from there you start doing your own theories, something I really appreciate.

To try to answer your questions:

1) Comstock obviously knew about Booker because he took Anna from him. My guess is that after that event, Comstock was worried that somehow Booker would find him and take Anna (now Elizabeth) away. He probably was spying him and he knew that he had the A.D mark on his hand. Also note that the events of the game are one of many tries of Booker to try to rescue his daughter, Comstock (thanks to the trans dimensional travel the Lutece invented) knows about all the events in the game, if you look at room on the zeppelin (right before killing him), you will see all the sequence of the game in order, he knew he was going to die and he knew the cycle would repeat itself. That's how he became a prophet.

2) The Archangel Columbia is probably just a metaphor (or a lie) created by Comstock. His "Archangel" were the portals to other universes, throw them he saw multiple events of what could happen in the future. Like I said before, he knew about all the events in the game, he said it was the Archangel Columbia who told him those things, but it really just was the trans dimensional portals.

3) Maybe their objective wasn't really to just kill Comstock, but to reunite Booker and Anna, because they were responsible for all the events in the game, maybe they were just looking for redemption for their acts. 

Nintendo and PC gamer