A lot of this has been discussed heavily. But...
1) They take, say, the Time Stone. That timeline continues wholly separate from ours. But it continues without a Time Stone. So when Dormamu shows up in the events of the Doctor Strange movie... Dormamu wins. That's the millions that will suffer that the Sorc Supreme spoke of.
They are NOT trying to make that alternate timeline identical to ours. They are just not robbing that timeline of the tools needed to defeat threats they know are coming. Like Dormamu. So they just return the stones so they are there to deal with the other coming threats. They do not have to return Thanos. That timeline just won't have a Thanos now.
2) The timeline with Loki escaping goes off on its own. The tesseract is there, in Loki's possession. Unless Cap changed that. Yes. Has no impact on our timeline. Loki died in ours. When DIsney starts up the Loki TV series that has been mentioned, hopefully they provide an explanation of how he ends up back in our timeline.
3) Correct, Cap going back in time doesn't change our timeline. It's a discrepancy if we have to assume his sitting on the bench is because he went into our past and that by itself meant he shows up in our present. But one easy solution that fixes this is if we assume Cap lived out his life in the alternate timeline with Peggy and got old. Then once she dies, he uses the Pym Particles to return to our timeline as planned. Only he didn't return onto the platform in front of Hulk he left from. Note he also had to come up with a new shield to bring to Sam at some point in that alternate timeline. It also means since he lived out his life in that alternate timeline, he could have fought the threats he knew about like Hydra taking over SHIELD, but he'd have done it in the alternate timeline alongside Peggy, then returned to our timeline.