No. The Pleasure body scales to the Pure Lands, not the Universe. The Pure-Lands transcend the Universe.
The Dao doesn't free you from Desire and Suffering. The Dao literally transcends you into Godhood. The Dharma is what frees one from Suffering and Desire.
In Daoist practices, you cultivate chi and Dao, and once you've cultivated enough, you can become a God for as long as your Dao lasts or you die of old age.
I've got a link for Yin and Yang,
No. That's not what that scene is saying. The vehicles they're talking about is Theravada, Mahayana and Vajrayana. The Three Vehicles.
Theravada, the oldest school of Buddhism and uses only the Pali canon, the known word of the Buddha, it does not use any supplementary texts or any texts written afterwards. Theravada means "School of the Elders".
Mahayana, the primary opposition to Theravada, Mahayana believes the goals set out by the Buddha was for all to become a Buddha themselves and to achieve Bodhisattva status. They believe Theravada to be slow and inefficient, and Mahayana means "Great[er] Vehicle".
Then there's Vajrayana, Thunderbolt/Diamond vehicle, Vajrayana covers a broad range of Buddhist believes, such as Tibetan Buddhism, Chinese Esoteric Buddhism and Shingon Buddhism (Major Japanese school of Buddhism). The practices are widely known, since the point of Vajrayana is that it's a form of Tantric Buddhism (Secret Mantra) and is taught from Master to pupil.
It doesn't. The Buddha is above the Dharma. The Dharma is simply the word of the Buddha. It can also mean "Phenomena" or "Cosmic Law", but either way, the Dharma is below the Buddha.