Hi Ihor,
Again, please ask only ONE question per post...😉
Question #1 Generating Reports for Each Questionnaire
There is currently no option in the Questionnaire plugin to hide unselected questions in the branching scenario. If you have admin rights on your Moodle site (or if your Moodle site admin agrees), simply add a CSS rule in your current Moodle theme, for example:
Current theme = Boost
Go to Tab:Advanced settings
In Raw initial SCSS insert this rule:
#page-mod-questionnaire-myreport .qn-container:has(.qn-number .unselected) {
display: none;
}
Here is the demonstration



When students view their own responses they only see those questions that they responded to. Hope that helps.
Edit.- You can use CSS to take this even further by inserting this set of rules:
#page-mod-questionnaire-myreport .qn-container .unselected,
#page-mod-questionnaire-myreport .qn-info:has(.unselected),
#page-mod-questionnaire-myreport .qn-container img.req {
display: none;
}
This will hide not only the unanswered questions but also the unselected choices (in multiple choice questions). It will also hide the un-necessary "required" red icon. As per this screenshot:

Question #2. Merging Reports into One Final Summary
"At the end of the learning process, participants complete all four questionnaires within the same thematic context. Is there a way to combine all four reports into a single final report?"
Simple answer is No. But you might be able to produce such a combination of x reports by exporting the reports to Excel (or similar software) and write routines to do this. Sorry, can't help with this procedure.
Joseph