1. There should only be 1 sponsor letter, and yes, it needs to be original and signed.
2. It's up to you, I think. One of the certificate copies should be fine because it was stamped and given to you by them. However, In over 11 years, I have never heard of UKVI keeping or losing a marriage certificate.
3. No, it can be from either of you. All you need to show is that you have sent messages/emails between you, from one account to the other. Doesn't really matter whether you send the evidence from the sponsor's account or the applicant's, as long as it's documented.