What request to load the framework.js file is being made in the network console in your browser? I assume it's the one in step 6 here (https://localhost/framework.js), which would be made to port 443 and not your port of 9025.
I don't think you can, but I'm asking the team in case I missed anything.
That sounds correct based on the screenshot from your original post. You only provided a client ID for usw2.pure.cloud. If you're intending to use usw2, I believe you should change your iframe URL to the regional apps domain for the region you intend to use (i.e. apps.usw2.pure.cloud).