Yes it's normal. And unfortunately the legal firm will not be able to do anything about it. The only thing you can perhaps do is try and negotiate some kind of refund of the fees you paid to the legal firm? But probably in their small print it'll say something like no refunds if rejected, but worth a shot, especially if they made some kind of mistake with your application / the advice they gave to you
I'm sorry to hear that. My DTV was approved in Tokyo, after a fairly brutal interview! I made a post about my experience, so you can search for that if you want to see more details about my experience
You don't need to be scared about anything, you already have the visa, just have it printed out. You might find different immigration officers ask different kinds of questions, but has nothing to do with the airport. Someone said dress nicely, look confident, that is nonsense, you can wear what you want