So, this is a case of lack of full reading comprehension. (it's okay. I misread the ending for Kindred's story and thought the girl's death was figurative and not literal)
So, with that being said, it was mentioned that there is a dark political group in Ionia. Why would they go by traditional methods when they can fight fire with fire? Jhin has prosthetics because after he was captured, the Government pretty much said, "We can make him better. We have the technology." He didn't get horribly maimed in the story. He wasn't beaten to a bloody pulp, and he wasn't missing appendages at the start. Because nobody would have suspected him, that meant he looked normal. Why does he look like a creeper now?
He was imprisoned, the government let the demon out. They gave him hextech technology (the mass accelerator in his shoulder), and all this other gear. They remade him into an assassin for their nefarious purposes. It didn't say explicitly, "Hey, we chopped his limbs off yay!" That'd be too on the nose. He wouldn't be much if they didn't gear him up in some type of way. (also, Zaun is attacking, so Ionia probably scavenged some of their tech, reversed engineered, and mass produced)
Now for Zed. Yes. Zed saw corpses and he struggles with his studies. The boy most likely NEVER saw such horrific scenes before. Better yet, he was a child and had to witness these scenes of horrors for 4 years to find out it wasn't a demon, but a human (which means, what sick man would do such things?). It unsettled him and most likely ruined his focus. That was one of the most realistic responses to such horror I've seen riot do. Can you look at a bunch of mutilated bodies put up in "artistic" fashion without feeling a bit disturbed? For 4 years straight? When the original belief is that it was a demon (so of course they're bad), but finding out it's human means it's even WORSE!?!?! The entire trio was heavily afflicted
And for the last point, I don't really have much. Maybe he learned some from the monks, but remember that the Ninjas disguised themselves in a theatre group, so Jhin already knew of the arts. If anything, he probably just "learned more".