Carcassonne Flying Machines + Ferries
To answer the first half of the question:

Which of the three road pieces would be considered valid placements for the meeple?


(cited from the Complete Annotated Rules ver 7.4 pages 142-143 available here)
Alternatively, the player may place a follower as a flier on a flying machine symbol to get the follower in the game.[378][379]  The flying machine symbol has an arrow showing the direction (horizontally, vertically, or diagonally) in which the follower will fly.  Now the player rolls the die.  The die result is the distance that the follower will fly (1 to 3 tiles in a straight line).
If possible, the follower must be placed on the resulting landscape tile representing the end of the flight.  The active player can choose which feature to place the follower on.  However, the following rules must be followed:

The follower must only be deployed to an unfinished[380] structure (road, city, or cloister). [381][382][383][384]

The follower may be placed on a feature that is unoccupied[385] or already occupied (either by one's own follower or an opposing follower).

The follower may not be placed on a field segment, even if there is not a farmer on the field already.

The follower may not be placed in a location where no landscape tile is located.



Further:

(cited from the Complete Annotated Rules ver 7.4 page 136)
The ferry connects the ends of the road to form a continuous road.  A road segment without a ferry on a lake is closed at this end.

According to your picture, at the time the road from the lake to the city is considered to be complete at the time and as such the flier could not be placed there.  The remaining two segments which each have the ferry attached are legal locations to put the flier.
(It is worth mentioning that if the die roll had instead been a 1 or a 2, that there would be no legal placement and the follower returned to your supply.  As it is pictured, I would have instead simply occupied the road instead of using the flying machine or I would have tried placing the flying machine somewhere else.)


Can the yellow player move the ferry?


(cited from the Complete Annotated Rules ver 7.4 page 137)
If a player places his landscape tile and extends a road that includes a ferry,[364] the player may move the ferry, but he or she is not required to do so.  The ferry must always connect 2 road ends.  The player may move the ferry such that it no longer connects to the road that has just been extended.  If there are two ferries on the road that was just extended, the player may only move the first ferry in the road - the ferry that is closest to the tile that was just placed.[365]

It continues to read:

The sequence of actions relating to lakes and ferries:

Place (lake) tile

Place follower

Place ferry (if new lake tile placed)[366]

Move ferries on other lakes (if placed tile extends a ferry road)[367]

Score features (if needed)


[364] The road must include a wooden ferry to allow movement of that ferry in this situation.  Thus if adding onto a road that ends at a lake without the wooden ferry connect, the ferry cannot be moved.
[366] The RGG version of the rules incorrectly adds &quot;if he placed a follower on the road&quot; here, even though there is no such stipulation in the body of the rules.
[367] The RGG version of the rules incorrectly adds the requirement &quot;if he placed a follower on the road&quot; here, even though there is no such stipulation in the body of the rules.

It is my understanding then that the only reason why you will ever move a ferrry is because of the road connected to the ferry extending through the addition of a landscape tile that connects to the road.  As the tile placed in the turn in question did not in fact extend the road connected to the lake, the ferry may not be moved.  Nowhere does it mention that having placed a follower on the road (but not extending the road) will allow the ferry to be moved.