No. Sony NS-WS623 does not have FM radio.
Yes, you can connect it with phone and talk and can use as a normal Bluetooth headset.
Yes, Sony NS-WS623 is meant for the rough usage and it is both - waterproof and dustproof.
No. Sony WS623 comes with non-removable battery.
You can check the charging status with the lamp ( 3 ).
While the battery is charging: orange when charging is complete: green