Actually, taking part in such celebrations as fun festivals and mere cultural, not praising a certain wrong belief or improper person, is not problematic by itself, as long as, no forbidden thing will be commited. For example, you have kids and they want to dress fancy like cartoons once a year, it is not that bad to be forbidden. Note that according to Quran, the non believers in the beginning of Islam used to do Hadj, though in a wrong manner. Islam didn't said it is forbidden for Muslims to do Hadj because the non-believers also do it in their own way, but only omitted the wrong deeds added to it after the Ibraheem's (PBUH) era, and made it the way it should have been.
But if a whole celebration is to preach a wrong belief, even if a little, even if implicitly (this depends on you, and on the common sense of the society in which you live, how you understand it), then your questions will find place to be asked, then:
from what you say, and how you state it, it is clear that you don't like to take part in what you know is wrong, so if eating the candy given to you by your friend is Halal for you, you can eat it. If you think eating it in public means accompanying the crowd, then you can eat it when you're alone, right at the time or days after will not make difference, AFAIK.
no, it is not in your set of choices. Sins are meaningful if you have a choice not to do it ... and intention is the key point here
straight forward from the answers given to your first two points
So late an answer, but may help another person, as such celebrations appear regularly each year ... :)
