Since the Marines won't accept a deal with them, and since York won't give em the code, why don't they just kill her ?
About Sanji yeah, some doubt but that could be his character growth. Before Wano, he would never have called a woman to help him, but he did. Now he's able to stay calm and focus on the best thing to do in this situation too. It would've been different if it was Lucci stabbing an innocent woman, but here it's Stussy who moves herself and Sanji knows she's strong too.
I think Zoro will mid/high diff Lucci. But it's kinda hard to predict since Lucci's level is hard to know with only the gag fight we saw with Luffy.
Awesome panel of Luffy and Kizaru before they clash.