Yes. If entering the UK from outside UK and Ireland you need a Passenger Locator Form in all circumstances, no matter the country and whether or not it is exempt from the self isolation requirement. So France, Italy, Gibraltar, Greece, Switzerland (etc) you need to fill in the Form and have a printed or digital copy on you upon getting to the UK Border. Only exception is essentially diplomatic staff. Even cabin crew need them, even if they don't step off the aircraft.
No, but if you select an Exempt country, you then get extra questions for any non Exempt countries you may have been to, effectively confirming whether you really are exempt. The form has had 4 format changes since my first one.