If I understand your question, this behaviour is related to how bones local space is working: every bone considers the orientation of its parent as its Local space; if the bone is the highest in hierarchy (root bone) it relates to the orientation of the Armature object.
This means that if the armature object and/or a parent bone is oriented in a different way than world orientation, moving a bone on X (World) axis will be achieved with a local movement of two or three (Local) axis, and this is reflected in the graph editor values.
Sometimes it can be useful to add a new control bone, orient it as needed in edit mode, set it as target of a "child of" bone constraint on the original controller, perform and edit the animation, then bake the result on the original bone (clearing the constraint), so that a movement happening on two or three axis can be edited using one curve only.
The second question is more difficult to understand, maybe it's simply related to the default ease in and ease out of the curves (you can switch them to linear interpolation, to test if it's the case). If not, you should upload your file, to be inspected.