As for the 3rd murderer question, take a look at the lines. He just comes on scene and the others are surprised by this. If there was another person coming, Macbeth would have said something to the group. But it's these lines that make people suspect it might be him:

THIRD MURDERER.
Almost a mile; but he does usually,
So all men do, from hence to the palace gate
Make it their walk.

This suggests that this murder is familar with Banquo's habits. It's a little hard to swallow that a perfect stranger would know this. The next line that the 3rd murder says ('Tis he) also suggests that he knows what Banquo looks like. Unless Macbeth had a camera cell phone and sent the 3rd murderer the pic, it's a again hard to believe that a stranger would know that this man approaching him is Banquo. Did Shakespeare write the scene with Macbeth in it? We don't know but it does add more interest to the scene.

For your last question, it's the stage direction that makes the scholars scratch their heads:

[Music and song within, "Come away, come away" &c.]

The song comes from a play written by Thomas Middleton called "The Witch". If you take the scene away from the act, it does not disrupt the plot. Again, we really can't say for sure that Shakespeare wrote this.