Immigration won’t cancel a visa issued by the MFA. You need to contact the embassy or consulate you got it from to cancel it. Perhaps the MFA in country can do but you’d have to ask them directly.
Q1. No an onward ticket is not required for a Non O visa.
Q2. Up to the embassy in Hanoi but generally they don’t care where you’re staying as long as you’re in the region that that embassy covers and can prove your stay there whilst applying for the visa.
Depends on the office you use but generally it will be a copy of your passport. A copy of your latest entry stamp and a copy of your visa (if you had one), a photo and a printed TM30 filing that shows you are staying in the province you’re applying at.
Again depending on the office you may be charged something like 200-500 baht.