Despite bonding with the Legendaries, you don't get to catch nor use them in battle until after defeating the three storylines.
No level scaling with the gyms is very disappointing, but I sort of get it in a way. I think they did so to promote doing the other storylines at the same time, which, hopefully, will include battling and raising your Pokemon. Maybe the thought behind it is you can beat a tougher gym by doing all storylines at once. But, yeah, obviously you won't defeat a later gym if you only have Level 15 Pokes, unless you grind, of course (but then the rest will be a cakewalk).
Pseudo Legend will be Dragon/Ice.
Dolphin Pokemon has a gimmick to it. Something about evolving without really evolving. Maybe something like Wishiwashi? idk.
Dog Lines will be Fairy (the one already revealed), Ghost, and Dark.
There will be a Dragon Shrimp/Fish Poke.
Suicune has an Ancient Form and Virizon has a Future Form, but both will likely be in to-be DLC. Guessing many Legends, including the new Cover Bike Legends, will be receiving Ancient and Future Forms in the DLC.