I can answer #1!!!
If you don't build the Great Wall, Barbarians can travel through your lands to where the bear is, and then eat him. So when you send your Settler, the Barbarians are waiting to eat him.
I guess that was no help at all, huh?
The real answer is that (IIRC) animals just go away on their own, and that you should never, ever, send a settler anywhere unescorted for the reasons below:
Lemon's Third Law of Civ states thusly: The chance of any unescorted Settler successfully reaching it's destination is inversely proportional to the need for the new city, and the time it takes to build said Settler.
Corollary: If said Settler reaches the destination successfully, and the city is founded, the Vedic Aryan event will trigger on the next turn, before the warrior can be built.