1. Is the pipe going into the wall only 1/4 inch/ft slope toward the wall? It should be. It may be an optical illusion from the photos that the slope is steeper than that. It looks like you did not want to cut a clearance hole in the bottom of the cabinet that would let the U of the trap go beneath the level of that bottom.
It looks like your trap is glued. It may be that your glued trap causes your trap to have sideways stress on those threads, preventing the threaded joint from making a good seal.
What would have been better is to have a trap adapter at the wall, and to use a slip joint trap. And to make a slot to clear the U of the trap if needed.
It is possible that a plumber could use a special tool to install a trap adapter, letting you switch to a slip joint trap.