Parabolic or hyperbolic trajectories
Yes, and it is not uncommon for an orbit have an eccentricity close to one. The wikipedia site, linked in a comment above, notes C/1980 E1, which entered the inner solar system with an eccentricity close to one, but had a close encounter with jupiter and was accelerated. It left the inner solar system with a eccentricity of 1.05, and so is on a hyperbolic trajectory, and will escape from the sun's gravity

Orbits that are highly hyperbolic are very unlikely. Comets formed as part of the solar system.

They are not really harder to spot than any other comet. A comet takes many months to make its passage through the inner solar system. There is plenty of time for them to be spotted, especially if you have probes like SOHO or NEAT