Yes, gas can exist in space. The interstellar medium, which fills the vast majority of space, consists of gas and dust particles. Stars are also made up of gases like hydrogen and helium. However, since space is a vacuum, these gas particles are very spread out compared to the atmosphere on Earth.
All of space, all of time, and everything in them, is called the "Universe".
No. Space is to all intents a vacuum, or very nearly so.
All of them except Space Shuttle Challenger
Kennedy Space Center on the east coast of Florida, where all the Space Shuttles were launched.