You can use either eSIM when setting the phone up, but you need to be connected to WiFi. The model and SKU for the physical SIM compatible with that phone is CZ4114TLWQ / 854798005224
I couldn't tell you. This is the first I've heard of any issue with mms on the Pixel 3 xl.
That's really strange. Can you send us a PM with the following info:
Phone # it's happening on
IMEI of the device
Best contact email address.
I'm going to get in touch with our tech support team and see if there's anything they're aware of that would be causing issues with it.