Bitbucket Pipeline & Jenkins & Yocto
I think you're asking too many questions in one post for the StackExchange QA format, but I can address the Bitbucket-related questions.


For automatically setting up jobs for each branch (and PR) in a Bitbucket project or repository, use the official Bitbucket Branch Source plugin.  This will also take care of the build status aspect of your question.
If you are using Bitbucket Cloud, the Bitbucket Branch Source plugin will also take care of creating webhooks in order to automatically trigger builds.
If you are using Bitbucket Server, you will need some other way of triggering builds.  I personally use the pull request notifier plugin for Bitbucket since our workflow is PR-based, but you can use whatever plugin or tool works for you - there are a ton of them out there.