Basically, the answer is yes, each one needs addressing and 'fixing'.
Before anyone could be specific enough to help, however, please disclose at least who is your hosting provider as the specifics to all three questions might be different depending upon hosting provider and the type of service (shared host, dedicated host, ssh access, with what web based panel does your provider set up customers).
The following for a dedicated host to which you have ssh access:
#1: data folder should NOT be accessible
The data folder for Moodle should NOT be in the same folder/directory as the Moodle application files (ie, web root). Here's a test: http://yourside/uploaddata/
IF you don't get a 404 error (not found) and you see folders, the data folder is in the same directory/folder as the Moodle application files. The uploaddata folder should be one level up from the application files:
Moodle app files reside in: /home/public_html/****.com.au/
Moodle data folder (called uploaddata) should be in /home/public_html/
From an ssh terminal shell on your server here's how to move:
mv uploaddata ../
You *must* also edit the config.php file that resides in the Moodle app folder and change the variable for dataroot to point to the new location:
$CFG->dataroot = '/home/public_html/';
#2 PHP displaying errors
This could be set via a php.ini file (to which you have access) or an .htaccess file or it could be a setting in Moodle:
Site Administration -> Development -> Debugging
The availability of a php.ini and/or .htaccess and where either/both are located is different with hosting provider. Hosting provider might also have an app that configures PHP.
#3 Database using MyISAM engine
Here again, you might have a control panel or phpmyadmin which would be a GUI way to change the database engine for Moodle. The following is via ssh command line:
cd /home/public_html/****.com.au/admin/cli/ [ENTER]
php -f mysql_engine.php --engine=InnoDB [ENTER]
The above command executes a php script found in /yoursite/admin/cli/ that will convert the use of the MyISAM engine for your Moodle database to the recommended InnoDB.
'spirit of sharing', Ken