As the creator of the video: Don't watch this until you've beaten the game for yourself. Do yourself a huge favor and seal yourself away from any Mass Effect 3 related news until you complete the game.
No, we really got a real radio interview; from a real radio station.
It is located in Southern Toronto.
No, but we are including information about The Arrival DLC in our follow-up to the documentary, coming out in about two weeks.