بسم الله الرحمن الرحيم
In the above mentioned case, if you did not know that menstruation period had started and you did intercourse in this state without knowing then you shall not be sinful, in-shaAllah. However, you should do taubah and istighfar so that your heart is satisfied. However, no kaffarah shall be imposed due to it.
(2) If your wife conceives then don’t abort it.
(3) No, it is not necessary.
Allah knows Best!
Darul Uloom Deoband