Yes a lightsaber is hot and never causes bleeding even when thrusted through the body.
Via the force ! Sidious may be a bonder.
R2 is a maintenance droid and very few humans understand blip-speek. Threepio on the other hand LOVES to talk about everything...
Grievous is not your average robot-joe, he was a Kaleesh with exceptional skills in fighting and tactics but would not be convinced to work for Sidious and Dooku. So Sidious set up Grievous ship to explode, took what was left of him and rebuilt him in robot form and told him it was the Republic who was behind the bomb. And so Grievous was eager to fight the republic with Sidious.