Yes, if the Witch-King is fierce and wins the fierce skirmish, then he can exert to wound the ring bearer again.
I think you're asking about allies next (those with home sites). When you are at their home site, then they participate in archery fire and skirmishes like another companion. You do not add to the twilight pool for allies when you move like you do with companions.
Yes, Frodo counts as part of the fellowship when you move. If you have Frodo, Aragorn, and Sam, you will add 3 twilight tokens for companions when you move.