Several Questions About Analog Input
With regard to your multiple questions...


With a 4-20mA sender device the sensor is a current loop device with controlled current flow. There would normally be no concept of a DC ground with respect to the sensor in a system. It would depend entirely upon the system configuration as to how the DC ground reference comes into play. And that would be primarily determined how the target data acquisition system (DAS) was implemented. The DAS may choose to provide a positive voltage source to drive the current loop and then incorporate a DC ground referenced resistor to convert the loop current into a voltage for measurement. Alternatively the DAS may elect to implement a floating current loop measurement strategy in which case the power source for the current loop and the return reference would be supplied by the system designer outside of the sensor or the DAS device. In this latter situation the order the sensor and DAS floating connections are placed in the loop would be immaterial. 
For your device that generated a 0-10V output you really want to connect both the + and - signal wires of the sensor to the DAS. The goal is to connect the sensor so that there is as little ground wiring voltage drop as possible between the sensor and the DAS. If you try to use the system and/or power supply as the common ground return for your sensor they you destroy the accuracy of the setup due to other system current flow through the ground causing ground level shifts between components.
When using 4-20mA current loop with 4-wire sensor devices it is just fine to use a common supply for both sides of the interface. You still want to use the + and - wires of the current loop back to the DAS and feed them into the DAS current loop detector pins. What you want to make sure to do is to keep the current flow in the + and - wires the same and use a twisted pair connection. You do not want to try to cook up some scheme to share the power wires with the current loop wiring for exactly the same reasons that I stated in #2 above. The primary reason that 4-wire sensor devices exist is because these devices need more power to operate within specifications than the maximum 4mA available on a pure 2-wire device that powers itself from the loop.