Computing reaction mechanisms using solvation effects
1) Yes, geometries must be calculated both in the gas phase and in the solvent. To analize your results in the solvent you need something to compare that's why the gas phase calculation is always needed and often is considered "the only source of truth".

Frequencies must be calculated both in the solvent and in the gas phase as well, on the respective converged geometries.

2) I never worked with explicit solvent but I feel that the use cases of two methods are not overlapping. When performing calculations on a multi step reaction usually you don't have enough computational resources to calculate all the solvent molecules needed. This is why people use implicit solvent calculations. If you want to benchmark your solvent calculations, compare it with the gas phase ones and evaluate wether there is some improvement in the replication of experimental data.