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By default FDM will suppress zero values. You can use the NZP expression in the import format to override this and allow zeros to be passed to the target system, in your case Essbase.
It depends. As SH pointed out, zeros can be loaded through FDM to the target application. I would exercise caution before turning that option on as you don't want your DB to grow as a result of hundreds or thousands of zeros.
Null values are another story. The lack of a value in the source system is not something that FDM can handle out of the box. You would need to create a custom process that keeps history of what WAS loaded that is no longer part of the current data set. I have developed a similar custom process for HFM that I refer to as Smart Replace. I'm sure the same functionality could be extended to Essbase with some slight modification.