2. AFAIK, you cannot change the contactless payment limit (50€ for each transaction, and randomly asking for PIN if suspicious activities is detected).
I think that you can disable contactless payment by calling the number on the back of the card though.
But I don't see the point disabling it : AMEX anti-fraud system is the best you can get in Europe, they will refund all unauthorized transactions without asking much. I wouldn't worry about it.

3. You can modify the list. Go to the website, log on, and in french it's "Vos paramètres" tab, then click on "gérez vos sites de confiance". You won't be able to block merchants that don't do 2 factors check, but again, I don't see the point doing it, AMEX will easily refund any fraud (that's one of the main perk of AMEX).