Ok. You might need to do this: http://www.damiensymonds.net/2013/10/how-to-properly-re-install-spyder.html
Then follow my directions here: http://www.damiensymonds.net/cal_S4P_pc.html
No, this is perfectly fine. The Photoshop histogram has always behaved differently from the ACR one.
You never need the Photoshop one. Close that window and never bother with it again.
Remember the brightness stage of the calibration process? The screen would have looked something like this:
http://www.damiensymonds.net/wp-content/uploads/2015/12/23s5p14.gif
Or this stage a little later:
http://www.damiensymonds.net/wp-content/uploads/2015/12/29s5p16.gif
Can you remember what your brightness reading was?
What's wrong with your screenshot? All you need to do is hit the PrtScrn button, then go to Photoshop and make a new blank file, and Ctrl V to paste the screenshot into the blank file, then save it as a jpeg and upload it.
Don't worry about that, that's what the calibration is for. As long as the brightness is roughly in the ballpark, you can continue following the instructions.