I cannot apply index+match and index+match+match

First, congratulations on handling all other topics! This is a great achievement!
Regarding the topics you are asking.
1) F4 function.
All that F4 does is fix the reference in question. It could be a row reference (an integer), a column reference (a letter or string of letters), or a combination of both.
2) and 3):
INDEX() is a function that returns the value that has been stored in the cell of a range or an array you indicate. MATCH() is a function that locates the position of a lookup value in a row, column, or a table. So, one could use INDEX() in a combination with one or two times MATCH() to perform a lookup. Should you need further assistance, I guess it would be best if you could provide an example so that we could help in the specific case. The idea is that the techniques from 2) and 3) are quite practical, so I think it would be better to look into the cells while explaining them, rather than use words to do that.