1. When the message is acknowledged. This can happen because the transaction completes successfully, or by an explicit call in non-transacted systems.
2. I think it depends on the message broker, but mostly it is free for reassignment to another consumer (or the same one), which means it will get retried. After a few errors it gets sent to the so-called dead letter queue (DLQ).
3. It will be gone from the system.
4. If processing the message fails, the message will usually get retried, and therefore delivered to more than one consumer (but only one at a time). That means that consumers must make sure that all work they do is rolled back upon failure, or they are capable of handling duplicate messages. No two consumers will ever be able to successfully process a message and report success.