OP's questions are quite broad. Here we will focus on OP's first question, but hopefully the reader gets some idea how this can be generalized.
Consider the super inner product space $$V~:=~\mathbb{C}^{2,2|1}~=~V_0\oplus V_1, \qquad V_0~:=~\mathbb{C}^{2,2|0}, \qquad V_1~:=~\mathbb{C}^{0|1}, $$$$\begin{align}V~:=~&\mathbb{C}^{2,2|1}~=~V_0\oplus V_1, \cr V_0~:=~&\mathbb{C}^{2,2|0}, \cr V_1~:=~&\mathbb{C}^{0|1},\end{align} $$ which has 2+2=4 bosonic and 1 fermionic dimensions, and which is endowed with the standard metric $$ \eta ~=~ {\rm diag}(1,1,-1,-1|1) ~\in~ {\rm End}(\mathbb{C}^{2,2|1}).$$
Supermatrices
$$ m~=~\begin{pmatrix} m_{00} & m_{01} \cr m_{10} & m_{11} \end{pmatrix}, $$ corresponding to the super matrix algebra $$A~:=~{\rm End}(V)~=~A_0 \oplus A_1, \qquad A_0~:=~{\rm End}(V_0)\oplus {\rm End}(V_1), \qquad A_1~:=~{\cal L}(V_0;V_1)\oplus {\cal L}(V_1;V_0), $$$$\begin{align}A~:=~&{\rm End}(V)~=~A_0 \oplus A_1, \cr A_0~:=~&{\rm End}(V_0)\oplus {\rm End}(V_1), \cr A_1~:=~&{\cal L}(V_0;V_1)\oplus {\cal L}(V_1;V_0), \end{align} $$ of endomorphisms can be decomposed in two diagonal bosonic blocks $$m_{00}\in{\rm End}(V_0)\qquad\text{and}\qquad m_{11}\in{\rm End}(V_1),$$ and two off-diagonal fermionic blocks $m_{01}$ and $m_{10}$. The fermionic sector $A_1$ contains linear maps between $V_0$ and $V_1$.The super Lie group $$ U(2,2|1) ~~:=~~ \{U\in {\rm End}(\mathbb{C}^{2,2|1}) \mid U^{\dagger}\eta U = \eta \}$$ has corresponding super Lie algebra $$ u(2,2|1) ~~:=~~ \{m\in {\rm End}(\mathbb{C}^{2,2|1}) \mid m^{\dagger} =-\eta m \eta^{-1} \}.$$ (Warning: The super-Hermitian conjugation "$\dagger$" involves appropriate sign-factors.) The bosonic part of the super Lie algebra is $$A_0\cap u(2,2|1) ~\cong~ u(2,2) \oplus u(1)_R$$ $$~\cong~ su(2,2) \oplus u(1) \oplus u(1)_R ~\cong~ so(4,2) \oplus u(1) \oplus u(1)_R.$$$$\begin{align} A_0\cap u(2,2|1) ~\cong~& u(2,2) \oplus u(1)_R \cr ~\cong~& su(2,2) \oplus u(1) \oplus u(1)_R \cr ~\cong~& so(4,2) \oplus u(1) \oplus u(1)_R.\end{align}$$ Here subscript $R$ stands for the $R$-charge in the fermionic sector. The bosonic part of the super Lie group is $$ A_0 \cap U(2,2|1) ~\cong~ U(2,2) \times U(1)_R$$ $$~\cong~\frac{ SU(2,2)\times U(1)}{\mathbb{Z}_4} \times U(1)_R ~\cong~\frac{ SPIN(4,2)\times U(1)}{\mathbb{Z}_4} \times U(1)_R, $$$$\begin{align} A_0 \cap U(2,2|1) ~\cong~& U(2,2) \times U(1)_R \cr ~\cong~&\frac{ SU(2,2)\times U(1)}{\mathbb{Z}_4} \times U(1)_R \cr ~\cong~&\frac{ SPIN(4,2)\times U(1)}{\mathbb{Z}_4} \times U(1)_R, \end{align}$$ cf. e.g. this Phys.SE post and this Math.SE post.
Now let us return to OP's first question. The super Lie group $$ SU(2,2|1) ~~:=~~ \{U\in U(2,2|1) \mid {\rm sdet} (U) =1\}$$ has corresponding super Lie algebra $$ su(2,2|1) ~~:=~~ \{m\in u(2,2|1) \mid {\rm str} (m) =0 \}.$$ The bosonic part of the super Lie algebra becomes $$A_0\cap su(2,2|1) ~\cong~ su(2,2) \oplus u(1)_R ~\cong~ so(4,2) \oplus u(1)_R.$$ This is the answer to OP's first question at the Lie algebra level.
Concerning conformal groups without SUSY, see e.g. this Phys.SE post. In 3+1D the connected component that contains the identity element is $$ {\rm Conf}_0(3,1)~\cong~ SO^+(4,2)/\mathbb{Z}_2~\cong~SU(2,2)/[\mathbb{Z}_2\times \mathbb{Z}_2]. $$ For superconformal groups, see e.g. Wikipedia and nLab.