Auctiva is just a listing enhancement, you need to inform Ebay that you are a business (this is required by law)
You don't NEED selling manager pro, I don't use it,
Selling manager standard on the other hand is free, and I find very handy for sending out mass emails (thanking people for payments etc) or marking items as dispatched.
I don't understand the question re ebay having advantages over Auctiva?
Auctiva gives you a nifty scrolling gallery, free picture hosting, free templates, and more.
I am not sure how the domain names work i'm afraid, I haven't got that far yet