Unfortunately, I had to edit your question down to focus on just one quotation according to enotes regulations. You are not allowed to ask multiple questions.
The quote you have identified focuses on Orwell's belief that we should be given and should have freedom to act as individuals rather than being forced to act according to the wishes and desires of the state. If you consider how this fits in with the message or theme of "Shooting an Elephant" as a whole, you might want to think of how Orwell views colonialism or imperialism, and how it relates to the giving or taking away of freedom. Orwell clearly illustrates his distaste for colonialism, and one of his principal reasons seems to be that it actually deprives the English of freedom. Note how he says:
I perceived in this moment that when the white man turns tyrant it is his own freedom that he destroys. He becomes a sort of hollow, posing dummy, the conventionalised figure of a sahib.
Thus, the state has taken Orwell's freedom away from him paradoxically by seizing the authority and governance of Burma and, overtly at least, giving him absolute power. Thus, the "white man turning tyrant" actually results in the lack of individual agency and the taking away of Orwell's individual freedom that cannot be returned.