1. Regarding the retention Aaron Willette wrote an excellent blog post:
https://www.willette.works/meraki-event-logs/
I don't know how up-to-date it is though.
Perhaps it's time @CameronMoody turns this into an official doc 😇.
2. Seems to me like only succesfull logins are logged in the event log. You can find them in Network-Wide > Event Log. Syslog provides more detail:
Succesful connect and disconnect in green.
Connection try with a wrong username in red.
Connection try with a wrong preshared key doesn't seem to get logged at all.
3. Login tries to the local status page (not sure that that is what you mean) aren't logged.