(1) The only program that shows CPU power is HWMonitor (And that depends on MB). If it was tissue paper I would not trust it to blow my nose with. I do not think there is a "power" sensor on mainstream MBs. Power would be derived from Voltage measurement and current measurement, so both sensors would be required.
The only way that I know (There is one Hel%$%^ of allot I do not know) is to use 2 voltmeters. Both meters would have to have an output to windows based program for data logging (Normally a serial port interface). The first voltmeter would be set to measure the 12V at the 4/8 pin ATX connector - That one easy. The 2nd one set to measure current; most common would be placing the meter leads in series with the +12V feed. This is more difficult as you would have to use an adaptor. An "extension" connector is readily available, but you would need to modify it. Cut all 4 (or 8) read wires. Short the wires at both ends and connect meter in series between the two wires. This is what I do when measuring the Inrush current to a satellite instrument (8 wires, 4 Pos +28V and 4 Rtns). I use an O'scope w/current probe and then transfer to computer for analysis. Dual trace so get current and voltage waveforms.
For Nr 2 & 3 - I really doubt, would recommend contacting Intel, or AMD tech div.