Syntax error by connecting the measure lines.

You're mistaken; there is no "right" way to play what you wrote, but MuseScore's playback is the same thing I would guess. To get what you want, delete the first and last barlines and instead add a D.C. to the end (found in the Repeats and Jumps palette).

If you have further questions, we'll be happy to help you in the forums. In the future, please go to the forums first before opening bug reports.

I don't understand what you are talking about here. Are you asking for the repeat sign at the end to repeat all the way back to the beginning on playback? That's not actually correct - or more to the point, the score itself isn't correct. That is, nested repeats are not considered proper music notation - there is nothing in standard notation that allows for them, and most musicians would not be able to guess your intention properly.

This does occasionally come up as a feature request, so if this is what you mean, we can close this as a duplicate.

If you mean something else, please be more specific.

Seems you want nested repeats, like in a math fomula where inner bracktes are processed before outer ones.
Sounds reasonably at first glance (and yes, I've been asking for this too, some years back) and should be really easy for a computer program, but for a real musician this would be pretty difficult, that's why it is practically never done in the real world

Closed due to inability to understand your issue and lack of response. If you still have a problem in the latest version (3.4.2), and are sure it is related to an issue of MuseScore, please report with precise steps to reproduce in a new thread.