Hi Gaurav,
1. This may happen sometimes. I have never seen it have an impact on my application. You can hide the errors. I will also try to reproduce and come out with a solution for this.
2. Does DS_3 have the same variables? Are your prompts merged? And are you passing a value to a merged variable? It would be useful if you can either share your script or if you can export and share your application. Are you passing the selected value when loading DS_3?
3. If your data source has already been loaded, it means your application has a list of the variables used by the query bound to that data source. If your data source is not loaded, the application does not have a list of the variables used by the data source. This is because when the data source is loaded, there is an RFC call usually executed to get information about variables. With a BEx query, for example, you will see the following call:
When you submit variables, the data source has to execute the query with your variable value to bring back a new result set (if necessary). Data Source loading is done at the platform level - query execution is done at the database/source level.