3 phase VFD/rheostat for motor

1. and 2.: The terminals 4, 5 and 6 are not to be connected to your VFD. This is indicated by the drawing, as there is no wire "leaving" the interconnected terminals. i.e. those are bridging terminals to build the correct wiring of all windings of the motor.

2. probably yes. Normally PE connectors should be designated by green/yellow, but I've seen it often as only green.

3. Depends from your wiring scheme on your premises. If you have combined neutral/protective-earth connect that to your VFD and your motors PE. If you have separate neutral / protective earth you have to connect the PE to your motor's PE terminal.

4. The PES is for EMC-purposes. It starts at your motor's housing and is connected back to the shielding cabling between the motor and the VFD. It will reduce electromagnetic interference. For this purpose you have to use shielded cables. Is it necessary? Probably you won't get any problems with not shielding it. But others may. So in my eyes not applying the appropriate measures for EMC is like letting my dog shit onto the green of my neighbours. So: just do it and use shielded wires. According to the datasheet your motor cable should be low capacitance (<75 pF/m wire-wire, <150 pF/m wire-shield).

Yes of course, you can limit the current in VFD. With VFD actualy you will have a soft start, the VFD is more sophisticated device than a soft starter. If the load is a fan (VFD for HVAC?) , then it's even more simple because the load is very small at low rpms, so at the start the all load is basicly the acceleration of rotor and blades inertia, you can set large ramp time - slow acceleration and there will be no problems.