a) The only way to know is by checking the log files or more easily by watching the message counter in the network tab or the statistics tab.
b) By default Phex only writes error to log files. To get more extended logging working check out:
http://www.phex.org/wiki/index.php/Logging_API
c) Phex sends pongs back through the connection it receives the pong from. On an incoming connection it is the same port.
Check out MessageDispatcher.handlePing() and MessageDispatcher.respondToPing() to get more details or to debug...
Gregor