Good day, Sergey!
1. Only affects the sending of the current SMS.
2. This checkbox does not affect SMS.
3. To only exclude a value, this is not possible. There is a setting that sends SMS if the additional field has a certain value or the field is empty
https://prnt.sc/vdcq0kAs an option, you can set up checking the "Interest" field in the business process itself. And depending on the value, switch to the stage. If the value = "Non-target" then switch to the stage where SMS is not sent, where there is another value, then to the stage where the action is to send SMS.