Gojo's power of the Six Eyes could help him detect magic in ways the Fairy Tail wizards can't. For example, he could see the flow of magic energy in a battle and predict his opponents' moves better.
Marin does confess to Gojo in the manga. It happens during a crucial moment when their relationship reaches a turning point. The confession is filled with honesty and vulnerability.
Well, it depends on how you interpret the story. Technically, Gojo Satoru's fate is quite complex and can be seen as a sort of death in some respects, but there are also elements that leave room for interpretation.