Those symbols indicate which cellular network standard your mobile data connection is currently using, which in turn determines your maximum connection speed.
H stands for HSPA, or High Speed Packet Access, with a maximum theoretical speed of 14 Mb/s, or 42 Mb/s with HSDPA (High Speed Downlink Packet Access).
H+ stands for HSPA+, or Evolved HSPA, with a ...
That depends on how you mean "connected" -- if you have it connected via USB, then no. It is still using mobile data. If you are using software like Virtual Wifi Router and your phone is connected to that SSID then WiFi will trump mobile data and it will go out that way.
This used to be a built-in feature of Windows Phone 7, but as outlined by another ...
No, there is no support for Flash. Flash is an outdated technology that no-one should support. If you find a website using Flash, please ask them to convert it to HTML5 instead.
Regarding RTSP, no, there is not.
Try restarting your phone a few times and wait at least 10 seconds before You turn him on again. Delete the internet connection from your phone and wait at least a minute. Then fill in the password of the internet connection and normally it'll work. If it doesn't There will be something wrong with your phone or your access point.
You mention in your comment to @LouisGR that you're just trying to block WhatsApp for a while, while also using other apps. That's easy enough.
Disable the app from running in the background. As long as WhatsApp isn't in the foreground, it won't run at all and therefore can't access data. To do this, go to Settings, search for "Background apps", and turn ...
Looks like that version of Messenger is no longer supported on Windows Phone 8.1. Here's an official announcement from Facebook stating that various apps would be discontinued on older operating systems, including WP8 as well as older versions of iOS and Android:
Update on messaging support for older versions of Messenger and Facebook apps
Any Windows phone that supports USB host mode (which will be anything that supports Continuum for sure, and possibly others) will be able to use USB Ethernet adaptors... if the drivers are available. That's a big if. Devices that work "out of the box" using Microsoft-supplied drivers on desktop Windows are the most likely to work on phones.