Question 1) Please refer to different types of Models that you can design using UML, just to name a few
1) PSM - Platform Specific Model
2) PIM - Platform Independent Model
So, you can design your class diagram as either 1 or 2. I choose to design using PSM as
JEE is just a technology to solve your problem, model (class diagram) can still be reused even if we move away from JEE.
where as Component diagram shows different independent components working together to solve business problem. With UML 2.0, You can show white box Component diagram where you can show internal classes that compose a component. You can draw your classes and interfaces inside your components.
For sequence diagram, I actually used Components along with models from class diagram. Again, its your design and you can feel the right balance.
Infact if you have PSM in your class diagram, you will be forced to use Components from component diagram in your sequence diagram to show the dynamic view of your system