2- when switching coin (still within the same Algo Equihash), do we loose some hashrate work while the switch is complete ? Or does MPH keeps the hashrate operating smoothly without interruption ?
You are not switched to another coin until the block is found; so, no, you are not loosing anything (in theory)
3- did anyone do a bench/test to check whether Coin switching is really more profitable than sticking to one coin ?
I asked myself the very same question a couple weeks ago (I was on equihash algo, 4 coins switch with autoconvert to ether); and I did some tests. With switching between 4 coins I made ~20% less eth than predicted by Whattomine (monitored it for 1 week). I then started mining ZCL only and I get exactly what is predicted by WTM. Luckily ZCL remains the most profitable (among equihash coins) for quite some time now, so no need to switch often.