Do I need to connect to my friend's hotspot to connect via LAN using PPSSPP?

Go into Settings > Personal Hotspot and enable. Then connect your computer to it like any Wi-Fi network.

Yes, you'll still have access to the internet while your hotspot is active. You may notice slower speeds if multiple devices are connected and using bandwidth.

If connected to your smartphone hotspot, the NAT type will always be 3.

The RCA cables are for if you have an amp. If you are not hooking up subwoofers you don't need the RCA. If you are, the RCA runs to your...

If the other end of the Ethernet cable is connected to a device (modem, router, network switch, etc) that doesn't support a gigabit connection, you will get a slower than...

It sounds like your microphone may be blocked. Ensure that your iPad case or other objects aren't covering it, and ensure that it's clean of debris.

Just tell your friend you think there is a problem, she probably doesn't even know she is hurting you. Say something about it and maybe she can work on it.

I say you should use only one, especially if you don't have enough money for two. Just wash them thoroughly after every use so your makeup doesn't mix!