I know that the answer to #2 is that yes, you could use the lzw36 to control the vzm36 through scene control. (Maybe @Eric_Inovelli could help with #1). Also for #2, you could probably setup automations to set the “level” of the lzw36 to match the level of the vzm36 so that the LED bar would reflect the level. For example you could setup a rule to do something like:
When light up button is held, increase brightness on light of the vzm36 and stop increasing when released.
When light down button is held, decrease brightness on the light of the vzm36 and stop when released.
Do something similar for the fan buttons.
Then a separate rule could run a few seconds after adjusting the level to make sure the led bar is where it should be. This is a rough idea of what to do and I feel like there may be a post somewhere with more details. There also may be other ways to accomplish it that the community might be aware of.
Edit: Here is the table to use for button mappings. I am going to look some more to see if someone has a screenshot of the rule. Hubitat LZW36 Button Controller pushed/held mappings to switch taps/holds? - Switches / General Discussion - Inovelli Community