Yes, a vector which has zero magnitude is also a vector in case of two vectors travelling in opposite directions with equal magnitudes. At this case, the resultant vector has zero magnitude but it is still a vector. We call it a null vector.
Sunlight reaches Earth's atmosphere and is scattered in all directions by all the gases and particles in the air. Blue light is scattered more than the other colors because it travels as shorter, smaller waves. This is why we see a blue sky most of the time.
No, if three vectors do not lie in a plane, they cannot give zero resultant.
Explanation:
Let A, B and C be three vectors. If they give zero resultant, then
A+B+C=0
or, A= -(B+C)
Hence, they will produce zero resultant, if A is equal to negative of vector (B+C). The vector (B+C) lies in the plane of B and C. Hence, A will be equal to negative of (B+C) if A, B and C all lie in a plane.

Great my son!
You've been truly inspiration, dai! Congratulations to you and all of us.