The CSS code is provided below:

#wpdcom #wpd-threads {
    margin-top: 0;
}

Use this CSS code: 

#wpdcom .wpd-comment .wpd-comment-status .wpd-unapproved{
    display:none;
}

Please don't forget to press Ctrl+F5 (twice) on the frontend before checking to reload the updated CSS file.

1, 2 and 3: How to decrease this empty spaces? It is too much empty space. The margin is too big

4: How to remove this bar?

Regarding these points use the CSS solution below: 

#comments, #wpdcom{
     margin:0 auto;
}
#wpdcom .wpd-form-head{
    display: none !important;
}

Put the code in the Top Admin Bar > Customize > Additional CSS > "Additional CSS" textarea, save it, delete all caches and check again.

5: How to remove this icon that appears when the comment is awaiting moderation?

This point is needed to be clarified. 

Do you want to get rid of the moderation feature at all? That is all comments are being published immediately without holding for moderation. 

Or do you want to hide just the icon so that the comments are being held for moderation, but the icon isn't visible? 

See the picture please.

Thanks