Definitely not. The official Futurama content revolves around things like Fry's adventures in the future, the Planet Express crew's missions, and the comical situations they get into. A story with such a title is not in line with the normal, family - friendly (to an extent) and sci - fi - comedy nature of the series.
Sure. 'Ainz's New Adventure in CZ Delta' is quite interesting. It has a unique plot where Ainz explores a new area within the CZ Delta setting, facing new challenges and making unexpected alliances.
Yes, there are Futurama novels. They often expand on the wacky and futuristic universe of the Futurama series, offering fans more in - depth stories and adventures.
One of the scariest stories could be the ones involving the Brain Spawn. Their ability to control minds and their menacing appearance make for a really terrifying concept in the Futurama universe.