For some classes, the class is a bit better for soloing because of the lack of limitations on cross-class skills. But from what I've seen, the difference is not all that pronounced; most of the people I know who solo much just solo as their chosen job anyway, because the bonuses to the job balance out with what you give up on the class, and it can be kind of annoying having to remember what you can and can't do as class vs. job.

A job is (literally) a piece of equipment for a given class. When you become a Paladin, you are leveling Gladiator, with the Paladin soul crystal equipped. Whatever level your Gladiator reaches is the level of your Paladin. You don't level them separately.

Conjurer is a separate class. You can level it just like any other class at any time.