Rolled in box packaged appropriately for the product
yes
Contact glue on the substrate and the veneer
Yes
It can be. I didn't find a need to sand. Stain went on uniformly.
It is thin enough that when butted together at the seams, it can make the appearance of a finished solid piece of wood.
My piece was perfect and stained beautifully. I do not recall any filler at all. I would try returning it in person at the store.
You will want to make sure the contact cement bond is completely cured. You should follow the adhesive manufacturers instructions on how long it takes to cure after being applied.