Box 1: Yes -
Azure bot service can be integrated with the powerful AI capabilities with Azure Cognitive Services.
Box 2: Yes -
Azure bot service engages with customers in a conversational manner.
Box 3: No -
The QnA Maker service creates knowledge base, not question and answers sets.
Note: You can use the QnA Maker service and a knowledge base to add question-and-answer support to your bot. When you create your knowledge base, you seed it with questions and answers.
Reference:
https://docs.microsoft.com/en-us/azure/bot-service/bot-builder-tutorial-add-qna