1.Go into your settings, last vertical tab will be for you chat log. You will see the option, iirc it's General Filter or something like that, click that and you will have to option of what kind of chat messages you see.

as for 2. and 3. no there is not, I do believe that when you disable the option to see say private messages it doesn't just disable from them on, it actually filters them out of the whole chat.

2. has been asked for since at least EA, still not implemented, tho i think they may have said something about it in either one of YoshiP's letter or maybe at TGS, have to look.