A few answers...
- The MXs run VRRP, but this is only for communication between an active and a standby MX configured as a HA pair. There isn't support for VRRP, MSRP, GLBP between an MX and another device such as a Cisco router.
- The MXs have limited support for routing protocols to other systems. They support OSPF (advertise only) and BGP, but this is primarily for when the MX is in VPN concentrator mode at a head-end (e.g. at a DC) to pass routes into the data centre.
- You can set up the MX to establish a route to a non-Meraki peer, but this will not be advertised over the AutoVPN. By default when you configure a third-party VPN every MX in the organization will try to establish a VPN to the peer. This then means every MX has a path to that location, but it does mean the creation of multiple peers on the third-party device - you can control which MXs try to establish the tunnels.
If you are trying to establish something similar to your current DMVPN and MPLS set-up then you would essentially create an SD-WAN solution with the Meraki kit and steer traffic down the paths you want. If you want redundant devices, as well as redundant paths, at each site then you will need two MX devices (although you only need one license) and you will need to connect links to WAN1 and WAN2 on both devices.