Note: the bracketed numbers added by mee.


[1] PLENTY of it. Lot and lots. When space shuttles reenter the earth's atmosphere, they generate hot plasma from the heat of reentry WAY above 40,000 feet. Relatively speaking, at 40,000 feet the ambient air is VERY thick. And, it has almost exactly the same oxygen content as air at sea level. So, no probs for the atmosphere. There are, however, probs for us air-breathing mammals, and it does have to do with the partial pressure. As referred to above, the problem is the air is so thin to us, that there are just not enough oxygen molecules in each breath to work for us. Also, the reduced pressure does have an effect, also.
[2] Just untrue. "Ambient air" does not define how much air there is. It can be very thin, for us, but it is still there. If you had an instrument good enough, you could find ambient air in deep space...of course, it would be so close to a pure vacuum, that it would not mater to any but the most sensitive instruments. ...not to mention our lungs! See the definition of ambient air and you will se that is basically means (and I am somewhat oversimplifying here) the air that completely surrounds us. So, you have to pick a spot at whichyou do not consider any air to be surrounding us. I won't split hairs as to whether this ceases to be at the troposphere, the ionosphere, the edge of space, or half way to Alpha Centauri, but I assure you there is air at 40,000 feet.
[3] Yes/no. See above answers, there are laws of gasses that tell us how thin gas gets at certain places. It depends on where you draw the line at where the atmosphere stops...the laws will tell you at what point that will occur.

Just to recap, the extreme thickness of the atmosphere even at 40,000 feet is usually the problem, not the extreme thinness of it. WHich is why SR-71s and their ilk flew to past 80,000 feet, why the shuttle has to dissipate the heat generated in reentry at past 100,000 feet, and so on.

Our lungs are the problem, not the lack of air, or oxygen.