Tracks in a folder are routed to the folder parent, but then your SD track is sending that audio back to the children... etc. You're creating a feedback loop, which Reaper doesn't allow by default (File | Project Settings | Advanced | Allow feedback in routing... if you really want to change it).
I find it easiest to keep my drum sampler on a separate track in the drum folder:
Code:
Drum Bus
-- EZDrummer
-- Kick
-- Snare
-- -- Top
-- -- Bottom
-- Toms
-- -- 1
-- -- 2
-- -- 3
-- -- 4
-- Cymbals
-- -- Hi-Hat
-- -- Ride
-- -- Overhead
-- Room
-- -- Stereo
-- -- Mono
The EZDrummer track has all of the MIDI, has its Master/Parent send disabled (alt+click the ROUTE button, or uncheck it in the track's Routing window), and then provides multichannel output to the various instrument tracks.
As for your second question, if SD3 is anything like EZD2 you'll have a button somewhere in the SD window to sync to the host. With that turned off, it has its own tempo setting and transport controls. EZD's loop browser also has a "play at original tempo" option.