1. Am I correct that using fpclazup-x86_64-win64.exe results in a native 64-bit Lazarus and a native 64-bit FPC compiler whereas fpclazup-i386-win32.exe results in native 32-bit builds?
Yes.
2. In the past, the recommendation was to use 32-bit Lazarus+FPC on Windows and cross-compile to 64-bit if necessary. Is this still true? I'm asking because I have seen that FPC-trunk now has support for 80-bit float emulation and I'd prefer having a native 64-bit installation and cross-compiling to 32-bit if necessary.
Don't know and was unable to verify for you on short notice.
3. I want to have native 64-bit Lazarus+FPC (win64) with cross-compiler to 32-bit (win32) and msdos. Does this require 3 calls to fpclazup (with 3 different ini-sections) or can it be configured into a single call?
afaik that would require 3 calls. You can skip the init sections if you use the commandline options, unless you have such a specific setup that it requires to use a inifile.
4. Is there any documentation about the toolchain the Lazarus team uses to create their official releases? I'd like to keep as close as possible to the official releases and only replace the FPC 3.2.2 with FPC trunk.
The only toolchain that Lazarus uses is make and FPC. Ergo it depends on the toolchain (binutils) used by FPC. Unless you have a specific reason (other than mentioned) you should not have to worry about that at all. fpcup will use it's own toolchain (based on what FPC requires) in case it is missing from your installation.
Your setup is pretty common (except for the msdos target) and is used by others so you should not have to worry too much about the details (again, unless you really need/want to).
If you are concerned about the nitty gritty details then consider building everything manually from source though fpcup(deluxe) does that in an automated way for you as that is the reason for its existence.
PS: a word of warning because it seems that fpcup does not contain a gitlab trunk entry (neither 3.3.1) for FPC and switching over using the zipfile instead failed for me (Makefile not found though it is actually present).