Dapifer,
As I understand it,the peer whose heir it is can determine how the heir is to be styled.
As a result,there are many cases where heirs have been differently styled over the years eg.
1.In alternate generations the heir to the Marquess of Lansdowne has been styled Earl of Kerry(as is the case with the current heir) or Earl of Shelburne(as his father was styled).
2.The same applies to the Earl of Rosebery(Lord Dalmeny/Lord Primrose),the grandsons of the Duke of Rutland(Lord Haddon(a contraction of Manners of Haddon) and Roos)
3.Some heirs bear titles which do not in fact exist eg.Earl of Glamorgan,grandson of Duke of Beaufort,Viscount Raynham son of the Marquess Townshend,Lord Mountflorence son of the Earl of Enniskillen and Viscount Corry son of the Earl of Belmore.
4.In the case of Dukes and Marquesses,the son of son bearing a title of Viscount may be styled as a peer by courtesy,even though a Viscount's son cannot.Examples are Lord Sudbury,great grandson of the 7th Duke of Grafton and Lord Kimbolton,grandson of the 9th Duke of Manchester and son of Viscount Mandeville.This is because they are ranked as earls(in the case of grandsons of Dukes or Viscounts as in the case of great grandsons of Dukes and grandsons of Marquesses.
The 2nd Duke of Connaught,after he was no longer entitled to be styled His Highness was styled Earl of Macduff after his mother's peerage,there being no third title in the Connaught peerage,only the second title of Earl of Sussex which would have been used by his father,absent him being HRH.
So that, rather lengthily, answers your first question.
The second question is that the latter style applies as Strathearn is not a Dukedom in its own right but part of the same title as Connaught
The third question is no.Remember that the 1st Duke of Fife,before his creation was Earl Fife and that title and the first creation of the Dukedom both became extinct as the Duke had no male heirs and there were no other male heirs of the 1st Earl Fife.