You don't need to go anywhere with Rayquaza. You needed Groudon and Kyogre to get the Jade Orb to get Rayquaza, but you don't need Rayquaza for anything, It is just another legendary you can have.
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you go back to the cave where you caught groudon/kyorge
You can try to get the other kind of orb which will get you kyogre and after you get kyogre you can go back there and get rayquaza.
yes you can
It is not possible to get a blue orb in Pokemon Soul Silver however, you can transfer Kyogre from Heart Gold to Soul Silver to get the green orb in order to catch Rayquaza.
nothing. the game is over. congratulations. (well, you can go to cianwood city and enter the cave to catch groudon and rayquaza.)