Yes, Sony NS-WS623 does have NFC connectivity option.
Yes, you can connect it with phone and talk and can use as a normal Bluetooth headset.
Sony WS623 comes with LED indicator. If it is not fully charged and require charging - it will show orange light and when it is fully charged - it will show green light.
No. Sony WS623 comes with non-removable battery.
Hold down the button (1) for 3 seconds.
You will hear the shutdown sound. Then, the Walkman and the lamp ( 2 ) will turn off.