I don't have a good direct answer for your first question. Tableau does not have hierarchical parameters, nor does it allow indentation or padding the description with leading spaces. The best solution for that would be a couple of different parameters, combined with calculated fields. However, I do wonder why you are using a parameter for this, rather than a simple Quick Filter. You could create calculated fields for the Team C hierarchy, and using Only Relevant Values in a Quick Filter would likely give you something close to what you want. If you need help with that, let me know.
The simplest solution to your second question is a simple area annotation, as shown in my example. The down side of this is that it will not change automatically based on the data. If you want it to do that, you will need a field in the data to drive it, and then I suggest using the "pop-and-swap" technique illustrated at Sheet Swap and Pop in Tableau on Vimeo.
The best solution for your third question is Sets. There are several videos available on this. My favorite is at Post-Conference Materials | Tableau Conference 2014. I used that to create the page "Top 3 & other Search Terms" in my attached example.
I hope that helps.
Reports.twbx 174.5 KB