Capacitor not charging up
Powerbanks are not meant to be connected to charge large capacitors. If the capacitor is empty, it will draw as much current as it can, more than what the powerbank can deliver, and the powerbank may protect itself from the overcurrent by turning the output off.

Not necessarily, but in this case it will help to limit the current to what the powerbank can deliver.

No, a load is not needed to charge the capacitor.