1. "Cut down" Kaido. Search in the dictionary what that means. If he only wanted to give him a cut, he should have left the rooftop after 1001, he was dissatisfied with himself after 1010 despite giving him a scar. I remember in 997 he used "ๆฌใ" which translates to kill/decapitate, even if it doesn't mean that, the killing intent is still there.
2. Yasuie's final words literally spell it out. The only you can avenge him is to take Kaido's head, "Go to Onigashima, avenge your fallen liege". Shinobu reiterated that killing Orochi won't change anything, Kaido is the main goal.
Just like Oden, Zoro's initial rage was towards Orochi, he then realised Orochi was just a mere puppet, that's why he is going after Kaido. That's why Zoro hasn't mentioned Orochi ONCE on Onigashima.
If Zoro was facing Orochi, Oda should have gave him Ame-no-habakiri, the blade that slayed Yamata no Orochi in Japanese mythology and translates to "snake slayer of heaven".
3. This I somewhat agee, it doesn't have to happen now but it would be most fitting to do it in this arc.