Episode 80: "Sesshomaru and the Abducted Rin"
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Why don't you watch Inuyasha for yourself and figure that out. She dies in episode 35 but is revived, then again in Inuyasha the final act (watch all 26 episodes to see when rin dies; but is saved once more, also Kagura, kanna, kikyo and Naraku die in this season as well).
ahhh, my favorite! Inuyasha: The Final Act Episode 9!
No. Sesshomaru loves Rin like a daughter. Sesshomaru has significant feelings for Kagura and that is shown in the final act in episode 1. (not gonna say what happens don't wanna spoil it for you) Ok fine, Kagura dies, there, I said it.
Not yet, Rin, Sesshoumaru, and Kohaku have only gone to Hell during the manga. In the final act (japanese) they go to hell in episode 9.
Whenever you first meet Sesshomaru in the 1st Season Jaken has been with Sesshomaru even before the series started. You do get to see a flashback Jaken has. He tells Rin about his first encounter with Lord Sesshomaru and why he is so loyal in Season 3 Episode 79: Jaken's Plan to Steal Tetsusaiga